Methodological Review of Classification Trees for Risk Stratification: An Application Example in the Obesity Paradox

Background: Classification trees (CTs) are widely used machine learning algorithms with growing applications in clinical research, especially for risk stratification. Their ability to generate interpretable decision rules makes them attractive to healthcare professionals. This review provides an accessible yet rigorous overview of CT methodology for clinicians, highlighting their utility through a case study addressing the "obesity paradox" in critically ill patients. Methods: We describe key methodological aspects of CTs, including model development, pruning, validation, and classification types (simple, ensemble, and hybrid). Using data from the ENPIC study, which assessed artificial nutrition in ICU patients, we applied various CT approaches—CART, CHAID, and XGBoost—and compared them with logistic regression. SHAP values were used to interpret ensemble models. Results: CTs allowed for identification of optimal cut-off points in continuous variables and revealed complex, non-linear interactions among predictors. Although the obesity paradox was not confirmed in the full cohort, CTs uncovered a specific subgroup in which obesity was associated with reduced mortality. The ensemble model (XGBoost) achieved the best predictive performance (highest AUC), though at the expense of interpretability. Conclusions: CTs are valuable tools in clinical epidemiology, complementing traditional models by uncovering hidden patterns and enhancing risk stratification. While ensemble models offer superior predictive accuracy, their complexity necessitates interpretability techniques such as SHAP. CT-based approaches can guide personalized medicine but require cautious interpretation and external validation.