Super Learner for Survival Data Prediction

Marzieh K. Golmakani, Eric C. Polley

Research output: Contribution to journalArticle

Abstract

Survival analysis is a widely used method to establish a connection between a time to event outcome and a set of potential covariates. Accurately predicting the time of an event of interest is of primary importance in survival analysis. Many different algorithms have been proposed for survival prediction. However, for a given prediction problem it is rarely, if ever, possible to know in advance which algorithm will perform the best. In this paper we propose two algorithms for constructing super learners in survival data prediction where the individual algorithms are based on proportional hazards. A super learner is a flexible approach to statistical learning that finds the best weighted ensemble of the individual algorithms. Finding the optimal combination of the individual algorithms through minimizing cross-validated risk controls for over-fitting of the final ensemble learner. Candidate algorithms may range from a basic Cox model to tree-based machine learning algorithms, assuming all candidate algorithms are based on the proportional hazards framework. The ensemble weights are estimated by minimizing the cross-validated negative log partial likelihood. We compare the performance of the proposed super learners with existing models through extensive simulation studies. In all simulation scenarios, the proposed super learners are either the best fit or near the best fit. The performances of the newly proposed algorithms are also demonstrated with clinical data examples.

Original languageEnglish (US)
Article number2019-0065
JournalInternational Journal of Biostatistics
DOIs
StateAccepted/In press - Jan 1 2020

Keywords

  • concordance index
  • CoxBoost
  • cross-validation
  • gradient boosted machines
  • Regularized Cox regression
  • super learner

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'Super Learner for Survival Data Prediction'. Together they form a unique fingerprint.

  • Cite this