无偏删失回归树与集成方法

Censoring Unbiased Regression Trees and Ensembles

Journal of the American Statistical Association · 2018
被引 58
ABS 4

中文导读

提出一种构建生存分析回归树和集成学习的新范式,通过推广CART和随机森林算法,并引入删失无偏变换,开发了两类新算法,在模拟和实际数据中与现有方法相比表现更优或相当。

Abstract

This paper proposes a novel paradigm for building regression trees and ensemble learning in survival analysis. Generalizations of the CART and Random Forests algorithms for general loss functions, and in the latter case more general bootstrap procedures, are both introduced. These results, in combination with an extension of the theory of censoring unbiased transformations applicable to loss functions, underpin the development of two new classes of algorithms for constructing survival trees and survival forests: Censoring Unbiased Regression Trees and Censoring Unbiased Regression Ensembles. For a certain "doubly robust" censoring unbiased transformation of squared error loss, we further show how these new algorithms can be implemented using existing software (e.g., CART, random forests). Comparisons of these methods to existing ensemble procedures for predicting survival probabilities are provided in both simulated settings and through applications to four datasets. It is shown that these new methods either improve upon, or remain competitive with, existing implementations of random survival forests, conditional inference forests, and recursively imputed survival trees.

生存分析回归树随机森林删失数据集成学习