对比深度学习与传统方法在疾病发病预测中的表现，发现传统方法更稳定可靠。

Background: Conventional prediction methods such as logistic regression and gradient boosting have been widely utilized for disease onset prediction for their reliability and interpretability. Deep learning methods promise enhanced prediction performance by extracting complex patterns from clinical data, but face challenges like data sparsity and high dimensionality. Methods: This study compares conventional and deep learning approaches to predict lung cancer, dementia, and bipolar disorder using observational data from eleven databases from North America, Europe, and Asia. Models were developed using logistic regression, gradient boosting, ResNet, and Transformer, and validated both internally and externally across the data sources. Discrimination performance was assessed using AUROC, and calibration was evaluated using Eavg. Findings: Across 11 datasets, conventional methods generally outperformed deep learning methods in terms of discrimination performance, particularly during external validation, highlighting their better transportability. Learning curves suggest that deep learning models require substantially larger datasets to reach the same performance levels as conventional methods. Calibration performance was also better for conventional methods, with ResNet showing the poorest calibration. Interpretation: Despite the potential of deep learning models to capture complex patterns in structured observational healthcare data, conventional models remain highly competitive for disease onset prediction, especially in scenarios involving smaller datasets and if lengthy training times need to be avoided. The study underscores the need for future research focused on optimizing deep learning models to handle the sparsity, high dimensionality, and heterogeneity inherent in healthcare datasets, and find new strategies to exploit the full capabilities of deep learning methods.