Mild cognitive impairment (MCI) is clinically relevant in obstructive sleep apnea (OSA). We developed and externally validated an interpretable machine-learning model for concurrent clinically defined MCI to support prioritization for formal cognitive assessment rather than diagnosis. This multicenter cross-sectional diagnostic-prediction study included 400 eligible patients with OSA from Changchun, divided into a training set ( n = 280) and an internal algorithm-selection hold-out ( n = 120), plus an independent Shenzhen external-validation sample ( n = 192). MCI classification integrated reported cognitive decline, objective cognitive evidence, largely preserved everyday independence, dementia exclusion, and assessment-team consensus with physician participation. Of 27 candidate predictors, redundancy review left 24 and LASSO-Boruta consensus retained nine. Feature selection was performed once on the full training set before repeated cross-validation and was not nested within resampling folds. Eight algorithms were tuned using repeated 10-fold cross-validation with training-fold-only SMOTE and PR-AUC as the primary metric. The RF threshold (0.3228) was derived from training out-of-fold probabilities and locked before validation. MCI was classified in 93/280 (33.2%), 38/120 (31.7%), and 57/192 (29.7%) participants. The nine RF predictors were coffee consumption, physical activity, AHI, MSaO2, PHQ-9, GAD-7, ESS, CPSS-14, and PSQI total scores. In the internal hold-out used for algorithm selection, RF achieved ROC-AUC 0.953, PR-AUC 0.936, and Brier score 0.060; these selection-conditioned estimates are not unbiased generalization estimates. In independent external validation, ROC-AUC was 0.957, PR-AUC 0.809, and Brier score 0.051. Calibration intercept − 0.616 and slope 0.701 indicated systematic probability overestimation despite strong discrimination. The RF model discriminated strongly in Shenzhen, but external miscalibration and systematic probability overestimation mean that high AUC does not make raw probabilities transportable; local calibration assessment and, if needed, recalibration are required before clinical use. The MCI outcome cannot be reproduced from questionnaire/scale scores alone, and Supplementary Table S10 is a retrospective operational specification rather than the original CRF. Performance evidence comes almost entirely from male OSA patients; validity in women is unestablished, and the model should not be used for clinical assessment in females. It is a research screening-prioritization tool, not a diagnostic, causal, prognostic, or clinical-impact instrument.
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