Archive/Eigenvalue-Based Diagnostic Equity Testing: A Random Matrix Framework for Detecting Multi-Dimensional Performance Disparities in Clinical Classifiers
Eigenvalue-Based Diagnostic Equity Testing: A Random Matrix Framework for Detecting Multi-Dimensional Performance Disparities in Clinical Classifiers
Oyebayo Ridwan Olaniran, Ali Rashash R. Alzahrani, Mohammed H. Alharbi et al.
17 de julho de 2026
en

Abstract

Evaluating whether clinical classifiers perform equitably across patient subgroups is a central requirement for the responsible deployment of machine learning in medicine. Conventional approaches test one fairness metric at a time, such as sensitivity, positive predictive value, or area under the receiver operating characteristic curve, and therefore cannot detect disparities that manifest only in the joint structure of a group-specific confusion matrix. We develop a unified hypothesis-testing framework rooted in random matrix theory that compares demographic groups through the L2 distance between their joint eigenvalue densities, yielding a scalar spectral divergence that is sensitive to every cell of the 2×2 confusion matrix simultaneously. We derive the closed-form spectral divergence for Gaussian-approximated eigenvalue densities, prove almost-sure consistency of the empirical estimator via the delta method, and construct an extreme-value (Gumbel) test statistic with family-wise error rate control. Monte Carlo experiments comprising 10,000 replications across balanced, moderately imbalanced, and severely imbalanced group-size regimes show that the spectral test keeps Type I errors close to its nominal level while achieving power exceeding 90% in complex and multi-dimensional violation scenarios, where the best single-metric competitor reaches at most 63%. Three clinical benchmark datasets from the UCI Machine Learning Repository utilised include Pima Indians Diabetes (n=768), Cleveland Heart Disease (n=303), and Heart Failure Clinical Records (n=299). Results confirm that the spectral method detects statistically significant (p<0.001) performance disparities missed by all three conventional tests. These results support eigenvalue-based divergence as a practical, model-agnostic diagnostic equity tool for clinical machine learning audits.

IPC Classification

G06A61H01

Keywords

eigenvalue-baseddiagnosticequitytestingrandommatrixframeworkdetectingmulti-dimensionalperformancedisparitiesclinicalclassifiersmathematicsevaluatingwhetherperformequitablyacrosspatientsubgroupscentralrequirementresponsible
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