A K-nearest neighbors survival probability prediction method

We introduce a nonparametric survival prediction method for right-censored data. The method generates a survival curve prediction by constructing a (weighted) Kaplan-Meier estimator using the outcomes of the K most similar training observations. Each observation has an associated set of covariates, and a metric on the covariate space is used to measure similarity between observations. We apply our method to a kidney transplantation data set to generate patient-specific distributions of graft survival and to a simulated data set in which the proportional hazards assumption is explicitly violated. We compare the performance of our method with the standard Cox model and the random survival forests method.