Obtaining optimal cutoff values for tree classifiers using multiple biomarkers

In biomedical practices, multiple biomarkers are often combined using a prespecified classification rule with tree structure for diagnostic decisions. The classification structure and cutoff point at each node of a tree are usually chosen on an ad hoc basis, depending on decision makers' experience. There is a lack of analytical approaches that lead to optimal prediction performance, and that guide the choice of optimal cutoff points in a pre‐specified classification tree. In this paper, we propose to search for and estimate the optimal decision rule through an approach of rank correlation maximization. The proposed method is flexible, theoretically sound, and computationally feasible when many biomarkers are available for classification or prediction. Using the proposed approach, for a prespecified tree‐structured classification rule, we can guide the choice of optimal cutoff points at tree nodes and estimate optimal prediction performance from multiple biomarkers combined.