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Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable…

Methodology · Statistics 2020-05-12 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed

In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox…

Applications · Statistics 2019-11-05 Satabdi Saha , Duchwan Ryu , Nader Ebrahimi

Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…

Methodology · Statistics 2022-04-27 Sarah Elizabeth Formentini , Wei Liang , Ruoqing Zhu

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Recursive partitioning approaches producing tree-like models are a long standing staple of predictive modeling, in the last decade mostly as ``sub-learners'' within state of the art ensemble methods like Boosting and Random Forest. However,…

Machine Learning · Statistics 2015-12-14 Amichai Painsky , Saharon Rosset

Survival analysis is a crucial semi-supervised task in machine learning with numerous real-world applications, particularly in healthcare. Currently, the most common approach to survival analysis is based on Cox's partial likelihood, which…

Machine Learning · Computer Science 2023-04-27 Andre Vauvelle , Benjamin Wild , Aylin Cakiroglu , Roland Eils , Spiros Denaxas

Survival analysis of right censored data arises often in many areas of research including medical research. Effect of covariates (and their interactions) on survival distribution can be studied through existing methods which requires to…

Methodology · Statistics 2021-08-11 Madan Gopal Kundu , Samiran Ghosh

We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert…

Machine Learning · Statistics 2024-09-18 Shu Hu , George H. Chen

The problem of how to best select variables for confounding adjustment forms one of the key challenges in the evaluation of exposure effects in observational studies, and has been the subject of vigorous recent activity in causal inference.…

Methodology · Statistics 2021-12-02 Kelly Van Lancker , Oliver Dukes , Stijn Vansteelandt

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

In this paper we consider how to evaluate survival distribution predictions with measures of discrimination. This is a non-trivial problem as discrimination measures are the most commonly used in survival analysis and yet there is no clear…

Machine Learning · Statistics 2022-03-10 Raphael Sonabend , Andreas Bender , Sebastian Vollmer

Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…

Methodology · Statistics 2021-02-25 Yi Liu , Veronika Ročková , Yuexi Wang

Decision trees are popular in survival analysis for their interpretability and ability to model complex relationships. Survival trees, which predict the timing of singular events using censored historical data, are typically built through…

Machine Learning · Computer Science 2025-11-24 Antonio Consolo , Edoardo Amaldi , Emilio Carrizosa

This work presents the first large-scale neutral benchmark experiment focused on single-event, right-censored, low-dimensional survival data. Benchmark experiments are essential in methodological research to scientifically compare new and…

Machine Learning · Statistics 2026-04-24 Lukas Burk , John Zobolas , Bernd Bischl , Andreas Bender , Marvin N. Wright , Raphael Sonabend

Multi-omics data, that is, datasets containing different types of high-dimensional molecular variables (often in addition to classical clinical variables), are increasingly generated for the investigation of various diseases. Nevertheless,…

Machine Learning · Statistics 2020-12-22 Moritz Herrmann , Philipp Probst , Roman Hornung , Vindi Jurinovic , Anne-Laure Boulesteix

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

Interval-censored data, in which the event time is only known to lie in some time interval, arise commonly in practice; for example, in a medical study in which patients visit clinics or hospitals at pre-scheduled times, and the events of…

Methodology · Statistics 2017-07-21 Wei Fu , Jeffrey S. Simonoff

We propose a novel algorithm for optimizing multivariate linear threshold functions as split functions of decision trees to create improved Random Forest classifiers. Standard tree induction methods resort to sampling and exhaustive search…

Machine Learning · Computer Science 2015-06-26 Mohammad Norouzi , Maxwell D. Collins , David J. Fleet , Pushmeet Kohli

Survival analysis is a challenging variation of regression modeling because of the presence of censoring, where the outcome measurement is only partially known, due to, for example, loss to follow up. Such problems come up frequently in…

Machine Learning · Computer Science 2022-06-28 Chirag Nagpal , Steve Yadlowsky , Negar Rostamzadeh , Katherine Heller