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L₁ splitting rules in survival forests
Hoora Moradian1, Denis Larocque2, François Bellavance1
1Department of Decision Sciences, HEC Montréal, 3000 chemin de la Côte-Sainte-Catherine, Montreal, QC, H3T 2A7, Canada.
This study introduces a new splitting rule for survival forests, outperforming the traditional log-rank test. The new method, based on integrated absolute difference, shows improved performance, especially when survival functions cross.
Area of Science:
- Machine Learning
- Biostatistics
- Survival Analysis
Background:
- The log-rank test is a standard splitting criterion in survival trees and forests.
- Log-rank test can exhibit reduced statistical power when survival functions cross or hazard functions differ.
- This limitation can impact the accuracy of survival prediction models.
Purpose of the Study:
- To evaluate an alternative splitting rule for survival forests.
- To compare the performance of forests using integrated absolute difference versus the log-rank test.
- To assess the effectiveness of the new rule in diverse data scenarios.
Main Methods:
- Investigated the integrated absolute difference between child nodes' survival functions as a splitting rule.
- Conducted simulation studies to compare the proposed rule against the log-rank test.
- Applied both splitting rules to real-world datasets for validation.
Main Results:
- Survival forests utilizing the integrated absolute difference rule generally yield superior results.
- The proposed rule demonstrates improved performance compared to the log-rank splitting rule in various settings.
- Effectiveness is particularly noted in scenarios where survival functions intersect.
Conclusions:
- The integrated absolute difference is a robust and effective splitting rule for survival forests.
- This alternative offers advantages over the log-rank test, especially in complex survival data.
- The findings suggest a valuable enhancement for survival tree and forest algorithms.
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