Evaluating the predictive performance of subtyping: A criterion for cluster mean‐based prediction

Heterogeneity is a frequent issue in population data analyses in medicine, biology, and the social sciences. A common approach for handling heterogeneity is to use a clustering algorithm to group similar samples, considering samples within the same group to be homogeneous. This approach is known as “subtyping” or “subgrouping.” Methods for evaluating the validity of subtyping have yet to be fully established. In this study, we propose the cost of cluster mean‐based prediction (CCMP) as a metric for evaluating the accuracy of predictions based on subtyping. By selecting the minimum CCMP among several candidate clustering results, the optimal subtype classification in terms of prediction accuracy can be determined. The computational implementation of the CCMP is validated with numerical experiments. We also examine some properties of subtype classification selected by CCMP.