Deep Kernel Survival Analysis and Subject-Specific Survival Time Prediction Intervals

George H. Chen
Proceedings of the 5th Machine Learning for Healthcare Conference, PMLR 126:537-565, 2020.

Abstract

Kernel survival analysis methods predict subject-specific survival curves and times using information about which training subjects are most similar to a test subject. These most similar training subjects could serve as forecast evidence. How similar any two subjects are is given by the kernel function. In this paper, we present the first neural network framework that learns which kernel functions to use in kernel survival analysis. We also show how to use kernel functions to construct prediction intervals of survival time estimates that are statistically valid for individuals similar to a test subject. These prediction intervals can use any kernel function, such as ones learned using our neural kernel learning framework or using random survival forests. Our experiments show that our neural kernel survival estimators are competitive with a variety of existing survival analysis methods, and that our prediction intervals can help compare different methods’ uncertainties, even for estimators that do not use kernels. In particular, these prediction interval widths can be used as a new performance metric for survival analysis methods.

Cite this Paper

BibTeX
@InProceedings{pmlr-v126-chen20a, title = {Deep Kernel Survival Analysis and Subject-Specific Survival Time Prediction Intervals}, author = {Chen, George H.}, booktitle = {Proceedings of the 5th Machine Learning for Healthcare Conference}, pages = {537--565}, year = {2020}, editor = {Doshi-Velez, Finale and Fackler, Jim and Jung, Ken and Kale, David and Ranganath, Rajesh and Wallace, Byron and Wiens, Jenna}, volume = {126}, series = {Proceedings of Machine Learning Research}, month = {07--08 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v126/chen20a/chen20a.pdf}, url = {https://proceedings.mlr.press/v126/chen20a.html}, abstract = {Kernel survival analysis methods predict subject-specific survival curves and times using information about which training subjects are most similar to a test subject. These most similar training subjects could serve as forecast evidence. How similar any two subjects are is given by the kernel function. In this paper, we present the first neural network framework that learns which kernel functions to use in kernel survival analysis. We also show how to use kernel functions to construct prediction intervals of survival time estimates that are statistically valid for individuals similar to a test subject. These prediction intervals can use any kernel function, such as ones learned using our neural kernel learning framework or using random survival forests. Our experiments show that our neural kernel survival estimators are competitive with a variety of existing survival analysis methods, and that our prediction intervals can help compare different methods’ uncertainties, even for estimators that do not use kernels. In particular, these prediction interval widths can be used as a new performance metric for survival analysis methods.} }
Endnote
%0 Conference Paper %T Deep Kernel Survival Analysis and Subject-Specific Survival Time Prediction Intervals %A George H. Chen %B Proceedings of the 5th Machine Learning for Healthcare Conference %C Proceedings of Machine Learning Research %D 2020 %E Finale Doshi-Velez %E Jim Fackler %E Ken Jung %E David Kale %E Rajesh Ranganath %E Byron Wallace %E Jenna Wiens %F pmlr-v126-chen20a %I PMLR %P 537--565 %U https://proceedings.mlr.press/v126/chen20a.html %V 126 %X Kernel survival analysis methods predict subject-specific survival curves and times using information about which training subjects are most similar to a test subject. These most similar training subjects could serve as forecast evidence. How similar any two subjects are is given by the kernel function. In this paper, we present the first neural network framework that learns which kernel functions to use in kernel survival analysis. We also show how to use kernel functions to construct prediction intervals of survival time estimates that are statistically valid for individuals similar to a test subject. These prediction intervals can use any kernel function, such as ones learned using our neural kernel learning framework or using random survival forests. Our experiments show that our neural kernel survival estimators are competitive with a variety of existing survival analysis methods, and that our prediction intervals can help compare different methods’ uncertainties, even for estimators that do not use kernels. In particular, these prediction interval widths can be used as a new performance metric for survival analysis methods.
APA
Chen, G.H.. (2020). Deep Kernel Survival Analysis and Subject-Specific Survival Time Prediction Intervals. Proceedings of the 5th Machine Learning for Healthcare Conference, in Proceedings of Machine Learning Research 126:537-565 Available from https://proceedings.mlr.press/v126/chen20a.html.

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