ROC-guided survival trees and ensembles |
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Authors: | Yifei Sun Sy Han Chiou Mei-Cheng Wang |
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Affiliation: | 1. Department of Biostatistics, Columbia Mailman School of Public Health, New York, New York;2. Department of Mathematical Sciences, University of Texas at Dallas, Richardson, Texas;3. Department of Biotatistics, Johns Hopkins Bloomberg School of Public Health, Baltimore, Maryland |
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Abstract: | Tree-based methods are popular nonparametric tools in studying time-to-event outcomes. In this article, we introduce a novel framework for survival trees and ensembles, where the trees partition the dynamic survivor population and can handle time-dependent covariates. Using the idea of randomized tests, we develop generalized time-dependent receiver operating characteristic (ROC) curves for evaluating the performance of survival trees. The tree-building algorithm is guided by decision-theoretic criteria based on ROC, targeting specifically for prediction accuracy. To address the instability issue of a single tree, we propose a novel ensemble procedure based on averaging martingale estimating equations, which is different from existing methods that average the predicted survival or cumulative hazard functions from individual trees. Extensive simulation studies are conducted to examine the performance of the proposed methods. We apply the methods to a study on AIDS for illustration. |
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Keywords: | concordance index risk prediction ROC curve time-dependent covariate tree-based method |
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