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
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Survival Prediction | SUPPORT | C-index (%)61.63 | 21 | |
| Survival Prediction | METABRIC | C-index0.6447 | 21 | |
| Subgroup Discovery | AIDS-CD4 | EPE0.58 | 18 | |
| Survival Prediction | SUPPORT | IBS19.11 | 14 | |
| Survival Prediction | RotGBSG | C-index67.33 | 14 | |
| Survival Prediction | FLCHAIN | C-index0.7875 | 14 | |
| Survival Prediction | METABRIC | IBS16.62 | 14 | |
| Survival Prediction | RotGBSG | IBS17.89 | 14 | |
| Survival Analysis | SUPPORT (5-fold cross-validation) | Concordance Index0.632 | 11 | |
| Survival Analysis | Rot. & GBSG (5-fold cross-val) | Integrated Brier Score0.17 | 11 |
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