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OBLIQUE RANDOM SURVIVAL FORESTS
Journal article   Open access   Peer reviewed

OBLIQUE RANDOM SURVIVAL FORESTS

Byron C. Jaeger, D. Leann Long, Dustin M. Long, Mario Sims, Jeff M. Szychowski, Yuan Min, Leslie A. Mcclure, George Howard and Noah Simon
The annals of applied statistics, v 13(3), pp 1847-1883
01 Sep 2019
url
https://doi.org/10.1214/19-aoas1261View
Published, Version of Record (VoR)Maybe Open Access (Publisher Bronze) Open
url
https://doi.org/10.1214/19-AOAS1261View
Published, Version of Record (VoR) Open

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
We introduce and evaluate the oblique random survival forest (ORSF). The ORSF is an ensemble method for right-censored survival data that uses linear combinations of input variables to recursively partition a set of training data. Regularized Cox proportional hazard models are used to identify linear combinations of input variables in each recursive partitioning step. Benchmark results using simulated and real data indicate that the ORSF's predicted risk function has high prognostic value in comparison to random survival forests, conditional inference forests, regression and boosting. In an application to data from the Jackson Heart Study, we demonstrate variable and partial dependence using the ORSF and highlight characteristics of its ten-year predicted risk function for atherosclerotic cardiovascular disease events (AS-CVD; stroke, coronary heart disease). We present visualizations comparing variable and partial effect estimation according to the ORSF, the conditional inference forest, and the Pooled Cohort Risk equations. The oblique RSF R package, which provides functions to fit the ORSF and create variable and partial dependence plots, is available on the comprehensive R archive network (CRAN).

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28 citations in Scopus

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#3 Good Health and Well-Being

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Collaboration types
Domestic collaboration
Web of Science research areas
Statistics & Probability
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