Nearest Neighbor and Kernel Survival Analysis: Nonasymptotic Error Bounds and Strong Consistency Rates


George Chen ;
Proceedings of the 36th International Conference on Machine Learning, PMLR 97:1001-1010, 2019.


We establish the first nonasymptotic error bounds for Kaplan-Meier-based nearest neighbor and kernel survival probability estimators where feature vectors reside in metric spaces. Our bounds imply rates of strong consistency for these nonparametric estimators and, up to a log factor, match an existing lower bound for conditional CDF estimation. Our proof strategy also yields nonasymptotic guarantees for nearest neighbor and kernel variants of the Nelson-Aalen cumulative hazards estimator. We experimentally compare these methods on four datasets. We find that for the kernel survival estimator, a good choice of kernel is one learned using random survival forests.

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