The AUCsonthetrainingand are 0.855 and 0.859, respectively.

Interpretable risk scores play a vital role in clinical decision support, yet traditional methods for deriving such scores often rely on manual preprocessing, task-specific modeling, and simplified assumptions that limit their flexibility and predictive power. We present SHAPoint, a novel, task-agnostic framework that integrates the predictive accuracy of gradient boosted trees with the interpretability of point-based risk scores. SHAPoint supports classification, regression, and survival tasks, while also inheriting valuable properties from tree-based models, such as native handling of missing data and support for monotonic constraints. Compared to existing frameworks, SHAPoint offers superior flexibility, reduced reliance on manual preprocessing, and faster runtime performance. Empirical results show that SHAPoint produces compact and interpretable scores with predictive performance comparable to state-of-the-art methods, but at a fraction of the runtime, making it a powerful tool for transparent and scalable risk stratification.

Recent work used mathematical programming, which is computationally slow.

Over the last century, risk scores have been the most popular form of predictive model used in healthcare and criminal justice. Risk scores are sparse linear models with integer coefficients; often these models can be memorized or placed on an index card. Typically, risk scores have been created either without data or by rounding logistic regression coefficients, but these methods do not reliably produce high-quality risk scores. Recent work used mathematical programming, which is computationally slow. We introduce an approach for efficiently producing a collection of high-quality risk scores learned from data.

Over the last century, risk scores have been the most popular form of predictive model used in healthcare and criminal justice. Risk scores are sparse linear models with integer coefficients; often these models can be memorized or placed on an index card. Typically, risk scores have been created either without data or by rounding logistic regression coefficients, but these methods do not reliably produce high-quality risk scores. Recent work used mathematical programming, which is computationally slow. We introduce an approach for efficiently producing a collection of high-quality risk scores learned from data. Specifically, our approach produces a pool of almost-optimal sparse continuous solutions, each with a different support set, using a beam-search algorithm. Each of these continuous solutions is transformed into a separate risk score through a "star ray" search, where a range of multipliers are considered before rounding the coefficients sequentially to maintain low logistic loss. Our algorithm returns all of these high-quality risk scores for the user to consider. This method completes within minutes and can be valuable in a broad variety of applications.