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Random survival forests

About

We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing data. A conservation-of-events principle for survival forests is introduced and used to define ensemble mortality, a simple interpretable measure of mortality that can be used as a predicted outcome. Several illustrative examples are given, including a case study of the prognostic implications of body mass for individuals with coronary artery disease. Computations for all examples were implemented using the freely available R-software package, randomSurvivalForest.

Hemant Ishwaran, Udaya B. Kogalur, Eugene H. Blackstone, Michael S. Lauer• 2008

Related benchmarks

TaskDatasetResultRank
Survival PredictionSUPPORT
C-index (%)61.63
21
Survival PredictionMETABRIC
C-index0.6447
21
Subgroup DiscoveryAIDS-CD4
EPE0.58
18
Survival PredictionSUPPORT
IBS19.11
14
Survival PredictionRotGBSG
C-index67.33
14
Survival PredictionFLCHAIN
C-index0.7875
14
Survival PredictionMETABRIC
IBS16.62
14
Survival PredictionRotGBSG
IBS17.89
14
Survival AnalysisSUPPORT (5-fold cross-validation)
Concordance Index0.632
11
Survival AnalysisRot. & GBSG (5-fold cross-val)
Integrated Brier Score0.17
11
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