censoring
Deep Copula-Based Survival Analysis for Dependent Censoring with Identifiability Guarantees
Zhang, Weijia, Ling, Chun Kai, Zhang, Xuanhui
Censoring is the central problem in survival analysis where either the time-to-event (for instance, death), or the time-tocensoring (such as loss of follow-up) is observed for each sample. The majority of existing machine learning-based survival analysis methods assume that survival is conditionally independent of censoring given a set of covariates; an assumption that cannot be verified since only marginal distributions is available from the data. The existence of dependent censoring, along with the inherent bias in current estimators has been demonstrated in a variety of applications, accentuating the need for a more nuanced approach. However, existing methods that adjust for dependent censoring require practitioners to specify the ground truth copula. This requirement poses a significant challenge for practical applications, as model misspecification can lead to substantial bias. In this work, we propose a flexible deep learning-based survival analysis method that simultaneously accommodate for dependent censoring and eliminates the requirement for specifying the ground truth copula. We theoretically prove the identifiability of our model under a broad family of copulas and survival distributions. Experiments results from a wide range of datasets demonstrate that our approach successfully discerns the underlying dependency structure and significantly reduces survival estimation bias when compared to existing methods.
Stabilizing Subject Transfer in EEG Classification with Divergence Estimation
Smedemark-Margulies, Niklas, Wang, Ye, Koike-Akino, Toshiaki, Liu, Jing, Parsons, Kieran, Bicer, Yunus, Erdogmus, Deniz
Classification models for electroencephalogram (EEG) data show a large decrease in performance when evaluated on unseen test sub jects. We reduce this performance decrease using new regularization techniques during model training. We propose several graphical models to describe an EEG classification task. From each model, we identify statistical relationships that should hold true in an idealized training scenario (with infinite data and a globally-optimal model) but that may not hold in practice. We design regularization penalties to enforce these relationships in two stages. First, we identify suitable proxy quantities (divergences such as Mutual Information and Wasserstein-1) that can be used to measure statistical independence and dependence relationships. Second, we provide algorithms to efficiently estimate these quantities during training using secondary neural network models. We conduct extensive computational experiments using a large benchmark EEG dataset, comparing our proposed techniques with a baseline method that uses an adversarial classifier. We find our proposed methods significantly increase balanced accuracy on test subjects and decrease overfitting. The proposed methods exhibit a larger benefit over a greater range of hyperparameters than the baseline method, with only a small computational cost at training time. These benefits are largest when used for a fixed training period, though there is still a significant benefit for a subset of hyperparameters when our techniques are used in conjunction with early stopping regularization.
Predicting Survival Time of Ball Bearings in the Presence of Censoring
Lillelund, Christian Marius, Pannullo, Fernando, Jakobsen, Morten Opprud, Pedersen, Christian Fischer
Ball bearings find widespread use in various manufacturing and mechanical domains, and methods based on machine learning have been widely adopted in the field to monitor wear and spot defects before they lead to failures. Few studies, however, have addressed the problem of censored data, in which failure is not observed. In this paper, we propose a novel approach to predict the time to failure in ball bearings using survival analysis. First, we analyze bearing data in the frequency domain and annotate when a bearing fails by comparing the Kullback-Leibler divergence and the standard deviation between its break-in frequency bins and its break-out frequency bins. Second, we train several survival models to estimate the time to failure based on the annotated data and covariates extracted from the time domain, such as skewness, kurtosis and entropy. The models give a probabilistic prediction of risk over time and allow us to compare the survival function between groups of bearings. We demonstrate our approach on the XJTU and PRONOSTIA datasets. On XJTU, the best result is a 0.70 concordance-index and 0.21 integrated Brier score. On PRONOSTIA, the best is a 0.76 concordance-index and 0.19 integrated Brier score. Our work motivates further work on incorporating censored data in models for predictive maintenance.
Algorithmic Censoring in Dynamic Learning Systems
Chien, Jennifer, Roberts, Margaret, Ustun, Berk
Dynamic learning systems subject to selective labeling exhibit censoring, i.e. persistent negative predictions assigned to one or more subgroups of points. In applications like consumer finance, this results in groups of applicants that are persistently denied and thus never enter into the training data. In this work, we formalize censoring, demonstrate how it can arise, and highlight difficulties in detection. We consider safeguards against censoring - recourse and randomized-exploration - both of which ensure we collect labels for points that would otherwise go unobserved. The resulting techniques allow examples from censored groups to enter into the training data and correct the model. Our results highlight the otherwise unmeasured harms of censoring and demonstrate the effectiveness of mitigation strategies across a range of data generating processes.
Censoring the classics is a ticket to the Dark Ages
"The View" co-host Whoopi Goldberg criticized re-editing books in an effort to avoid offending modern audiences and argued "that's how kids learn." Among the most tragic events in human cultural history was the destruction of works from the great library of Alexandria. Blamed on Julius Caesar as well as later Christian and Muslim zealots, the net loss of knowledge from this font of ancient wisdom roughly coincided with what we call the Dark Ages, and we may be repeating history. From its beginnings one of the great promises of computer technology was the possibility of maintaining a library of all human writing that could not burn, that would neither fade nor wither. The irony, that has not been considered closely enough, is how easily this same technology can revise or fabricate literary and historical classics, which is tantamount to destroying them.
Survival Analysis with Python Tutorial -- How, What, When, and Why
Survival analysis is a set of statistical approaches used to determine the time it takes for an event of interest to occur. We use survival analysis to study the time until some event of interest occurs. Time is usually measured in years, months, weeks, days, and other time measuring units. The event of interest could be anything of interest. It could be an actual death, a birth, a retirement, along with others.
Survival Analysis with Python Tutorial -- How, What, When, and Why
This article covers an extensive review with step-by-step explanations and code for how to perform statistical survival analysis used to investigate the time some event takes to occur, such as patient survival during the COVID-19 pandemic, the time to failure of engineering products, or even the time to closing a sale after an initial customer contact. This tutorial's code is available on Github and its full implementation on Google Colab. Survival analysis is a set of statistical approaches used to determine the time it takes for an event of interest to occur. We use survival analysis to study the time until some event of interest occurs. Time is usually measured in years, months, weeks, days, and other time measuring units.
Kernelized Stein Discrepancy Tests of Goodness-of-fit for Time-to-Event Data
Fernandez, Tamara, Rivera, Nicolas, Xu, Wenkai, Gretton, Arthur
Survival Analysis and Reliability Theory are concerned with the analysis of time-to-event data, in which observations correspond to waiting times until an event of interest such as death from a particular disease or failure of a component in a mechanical system. This type of data is unique due to the presence of censoring, a type of missing data that occurs when we do not observe the actual time of the event of interest but, instead, we have access to an approximation for it given by random interval in which the observation is known to belong. Most traditional methods are not designed to deal with censoring, and thus we need to adapt them to censored time-to-event data. In this paper, we focus on non-parametric goodness-of-fit testing procedures based on combining the Stein's method and kernelized discrepancies. While for uncensored data, there is a natural way of implementing a kernelized Stein discrepancy test, for censored data there are several options, each of them with different advantages and disadvantages. In this paper, we propose a collection of kernelized Stein discrepancy tests for time-to-event data, and we study each of them theoretically and empirically; our experimental results show that our proposed methods perform better than existing tests, including previous tests based on a kernelized maximum mean discrepancy.