Censored Quantile Regression Forest

Alexander Hanbo Li, Jelena Bradic
Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, PMLR 108:2109-2119, 2020.

Abstract

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a local adaptive representation of random forests, we develop its regression adjustment for randomly censored regression quantile models. Regression adjustment is based on a new estimating equation that adapts to censoring and leads to quantile score whenever the data do not exhibit censoring. The proposed procedure named censored quantile regression forest, allows us to estimate quantiles of time-to-event without any parametric modeling assumption. We establish its consistency under mild model specifications. Numerical studies showcase a clear advantage of the proposed procedure.

Cite this Paper


BibTeX
@InProceedings{pmlr-v108-li20g, title = {Censored Quantile Regression Forest}, author = {Li, Alexander Hanbo and Bradic, Jelena}, booktitle = {Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics}, pages = {2109--2119}, year = {2020}, editor = {Silvia Chiappa and Roberto Calandra}, volume = {108}, series = {Proceedings of Machine Learning Research}, month = {26--28 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v108/li20g/li20g.pdf}, url = { http://proceedings.mlr.press/v108/li20g.html }, abstract = {Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a local adaptive representation of random forests, we develop its regression adjustment for randomly censored regression quantile models. Regression adjustment is based on a new estimating equation that adapts to censoring and leads to quantile score whenever the data do not exhibit censoring. The proposed procedure named censored quantile regression forest, allows us to estimate quantiles of time-to-event without any parametric modeling assumption. We establish its consistency under mild model specifications. Numerical studies showcase a clear advantage of the proposed procedure.} }
Endnote
%0 Conference Paper %T Censored Quantile Regression Forest %A Alexander Hanbo Li %A Jelena Bradic %B Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2020 %E Silvia Chiappa %E Roberto Calandra %F pmlr-v108-li20g %I PMLR %P 2109--2119 %U http://proceedings.mlr.press/v108/li20g.html %V 108 %X Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a local adaptive representation of random forests, we develop its regression adjustment for randomly censored regression quantile models. Regression adjustment is based on a new estimating equation that adapts to censoring and leads to quantile score whenever the data do not exhibit censoring. The proposed procedure named censored quantile regression forest, allows us to estimate quantiles of time-to-event without any parametric modeling assumption. We establish its consistency under mild model specifications. Numerical studies showcase a clear advantage of the proposed procedure.
APA
Li, A.H. & Bradic, J.. (2020). Censored Quantile Regression Forest. Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 108:2109-2119 Available from http://proceedings.mlr.press/v108/li20g.html .

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