Countdown Regression: Sharp and Calibrated Survival Predictions

Anand Avati, Tony Duan, Sharon Zhou, Kenneth Jung, Nigam H. Shah, Andrew Y. Ng
; Proceedings of The 35th Uncertainty in Artificial Intelligence Conference, PMLR 115:145-155, 2020.

Abstract

Probabilistic survival predictions (i.e. personalized survival curves) from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to calibration is popular, has addressed this problem by using scoring rules beyond MLE, such as the Continuous Ranked Probability Score (CRPS). In this paper we present the \emph{Survival-CRPS}, a generalization of the CRPS to the survival prediction setting, with right-censored and interval-censored variants. We evaluate our ideas on the mortality prediction task using two different Electronic Health Record (EHR) data sets (STARR and MIMIC-III) covering millions of patients, with suitable deep neural network architectures: a Recurrent Neural Network (RNN) for STARR and a Fully Connected Network (FCN) for MIMIC-III. We compare results between the two different scoring rules while keeping the network architecture and data fixed, and show that models trained with Survival-CRPS result in sharper predictive distributions compared to those trained by MLE, while still maintaining calibration.

Cite this Paper


BibTeX
@InProceedings{pmlr-v115-avati20a, title = {Countdown Regression: Sharp and Calibrated Survival Predictions}, author = {Avati, Anand and Duan, Tony and Zhou, Sharon and Jung, Kenneth and Shah, Nigam H. and Ng, Andrew Y.}, pages = {145--155}, year = {2020}, editor = {Ryan P. Adams and Vibhav Gogate}, volume = {115}, series = {Proceedings of Machine Learning Research}, address = {Tel Aviv, Israel}, month = {22--25 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v115/avati20a/avati20a.pdf}, url = {http://proceedings.mlr.press/v115/avati20a.html}, abstract = {Probabilistic survival predictions (i.e. personalized survival curves) from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to calibration is popular, has addressed this problem by using scoring rules beyond MLE, such as the Continuous Ranked Probability Score (CRPS). In this paper we present the \emph{Survival-CRPS}, a generalization of the CRPS to the survival prediction setting, with right-censored and interval-censored variants. We evaluate our ideas on the mortality prediction task using two different Electronic Health Record (EHR) data sets (STARR and MIMIC-III) covering millions of patients, with suitable deep neural network architectures: a Recurrent Neural Network (RNN) for STARR and a Fully Connected Network (FCN) for MIMIC-III. We compare results between the two different scoring rules while keeping the network architecture and data fixed, and show that models trained with Survival-CRPS result in sharper predictive distributions compared to those trained by MLE, while still maintaining calibration.} }
Endnote
%0 Conference Paper %T Countdown Regression: Sharp and Calibrated Survival Predictions %A Anand Avati %A Tony Duan %A Sharon Zhou %A Kenneth Jung %A Nigam H. Shah %A Andrew Y. Ng %B Proceedings of The 35th Uncertainty in Artificial Intelligence Conference %C Proceedings of Machine Learning Research %D 2020 %E Ryan P. Adams %E Vibhav Gogate %F pmlr-v115-avati20a %I PMLR %J Proceedings of Machine Learning Research %P 145--155 %U http://proceedings.mlr.press %V 115 %W PMLR %X Probabilistic survival predictions (i.e. personalized survival curves) from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to calibration is popular, has addressed this problem by using scoring rules beyond MLE, such as the Continuous Ranked Probability Score (CRPS). In this paper we present the \emph{Survival-CRPS}, a generalization of the CRPS to the survival prediction setting, with right-censored and interval-censored variants. We evaluate our ideas on the mortality prediction task using two different Electronic Health Record (EHR) data sets (STARR and MIMIC-III) covering millions of patients, with suitable deep neural network architectures: a Recurrent Neural Network (RNN) for STARR and a Fully Connected Network (FCN) for MIMIC-III. We compare results between the two different scoring rules while keeping the network architecture and data fixed, and show that models trained with Survival-CRPS result in sharper predictive distributions compared to those trained by MLE, while still maintaining calibration.
APA
Avati, A., Duan, T., Zhou, S., Jung, K., Shah, N.H. & Ng, A.Y.. (2020). Countdown Regression: Sharp and Calibrated Survival Predictions. Proceedings of The 35th Uncertainty in Artificial Intelligence Conference, in PMLR 115:145-155

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