time-to-event distribution
Variational Learning of Individual Survival Distributions
Xiu, Zidi, Tao, Chenyang, Henao, Ricardo
The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as survival analysis, plays a key role in many clinical applications. We introduce a variational time-to-event prediction model, named Variational Survival Inference (VSI), which builds upon recent advances in distribution learning techniques and deep neural networks. VSI addresses the challenges of non-parametric distribution estimation by ($i$) relaxing the restrictive modeling assumptions made in classical models, and ($ii$) efficiently handling the censored observations, {\it i.e.}, events that occur outside the observation window, all within the variational framework. To validate the effectiveness of our approach, an extensive set of experiments on both synthetic and real-world datasets is carried out, showing improved performance relative to competing solutions.
Survival Function Matching for Calibrated Time-to-Event Predictions
Chapfuwa, Paidamoyo, Tao, Chenyang, Carin, Lawrence, Henao, Ricardo
Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event times, or relative risk. Model calibration is relatively under explored, despite its critical importance in time-to-event applications. We present a survival function estimator for probabilistic predictions in time-to-event models, based on a neural network model for draws from the distribution of event times, without explicit assumptions on the form of the distribution. This is done like in adversarial learning, but we achieve learning without a discriminator or adversarial objective. The proposed estimator can be used in practice as a means of estimating and comparing conditional survival distributions, while accounting for the predictive uncertainty of probabilistic models. Extensive experiments show that the proposed model outperforms existing approaches, trained both with and without adversarial learning, in terms of both calibration and concentration of time-to-event distributions.
Multitask Boosting for Survival Analysis with Competing Risks
Bellot, Alexis, Schaar, Mihaela van der
The co-occurrence of multiple diseases among the general population is an important problem as those patients have more risk of complications and represent a large share of health care expenditure. Learning to predict time-to-event probabilities for these patients is a challenging problem because the risks of events are correlated (there are competing risks) with often only few patients experiencing individual events of interest, and of those only a fraction are actually observed in the data. We introduce in this paper a survival model with the flexibility to leverage a common representation of related events that is designed to correct for the strong imbalance in observed outcomes. The procedure is sequential: outcome-specific survival distributions form the components of nonparametric multivariate estimators which we combine into an ensemble in such a way as to ensure accurate predictions on all outcome types simultaneously. Our algorithm is general and represents the first boosting-like method for time-to-event data with multiple outcomes. We demonstrate the performance of our algorithm on synthetic and real data.
Multitask Boosting for Survival Analysis with Competing Risks
Bellot, Alexis, Schaar, Mihaela van der
The co-occurrence of multiple diseases among the general population is an important problem as those patients have more risk of complications and represent a large share of health care expenditure. Learning to predict time-to-event probabilities for these patients is a challenging problem because the risks of events are correlated (there are competing risks) with often only few patients experiencing individual events of interest, and of those only a fraction are actually observed in the data. We introduce in this paper a survival model with the flexibility to leverage a common representation of related events that is designed to correct for the strong imbalance in observed outcomes. The procedure is sequential: outcome-specific survival distributions form the components of nonparametric multivariate estimators which we combine into an ensemble in such a way as to ensure accurate predictions on all outcome types simultaneously. Our algorithm is general and represents the first boosting-like method for time-to-event data with multiple outcomes. We demonstrate the performance of our algorithm on synthetic and real data.
Adversarial Time-to-Event Modeling
Chapfuwa, Paidamoyo, Tao, Chenyang, Li, Chunyuan, Page, Courtney, Goldstein, Benjamin, Carin, Lawrence, Henao, Ricardo
Modern health data science applications leverage abundant molecular and electronic health data, providing opportunities for machine learning to build statistical models to support clinical practice. Time-to-event analysis, also called survival analysis, stands as one of the most representative examples of such statistical models. We present a novel deep-network-based approach that leverages adversarial learning to address a key challenge in modern time-to-event modeling: nonparametric estimation of event-time distributions. We also introduce a principled cost function to exploit information from censored events (events that occur subsequent to the observation window). Unlike most time-to-event models, we focus on the estimation of time-to-event distributions, rather than time ordering. We validate our model on both benchmark and real datasets, demonstrating that the proposed formulation yields significant performance gains relative to a parametric alternative, which we also propose.