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An R-Based Landscape Validation of a Competing Risk Model
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Support Vector Hazards Machine: A Counting Process Framework for Learning Risk Scores for Censored Outcomes.

Yuanjia Wang1, Tianle Chen2, Donglin Zeng3

  • 1Department of Biostatistics, Mailman School of Public Health, Columbia University, New York, NY 10032, USA.

Journal of Machine Learning Research : JMLR
|January 10, 2017
PubMed
Summary

This study introduces a novel Support Vector Hazards Machine (SVHM) for predicting time-to-event outcomes with censoring. SVHM improves prediction accuracy for event times compared to existing machine learning and conventional methods.

Keywords:
early disease detectionneuroimaging biomarkersrisk boundrisk predictionsupport vector machinesurvival analysis

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Area of Science:

  • Machine Learning
  • Survival Analysis
  • Biostatistics

Background:

  • Machine learning for risk scores is established for dichotomous/continuous outcomes.
  • Predicting time-to-event outcomes with right censoring using machine learning is less explored.
  • Existing methods like inverse probability weighting and rank-based regression may lack efficiency.

Purpose of the Study:

  • To develop a novel machine learning approach, Support Vector Hazards Machine (SVHM), for predicting time-to-event outcomes with right censoring.
  • To connect Support Vector Machines (SVM) with hazards regression through counting processes.
  • To establish theoretical properties and demonstrate practical superiority of SVHM.

Main Methods:

  • Developed Support Vector Hazards Machine (SVHM) using a series of support vector machines to predict counting processes for time-to-event data.
  • Incorporated a time-varying offset to account for varying at-risk populations.
  • Utilized convex quadratic programming and the kernel trick for non-linearity.
  • Linked SVHM's empirical risk function to Cox partial likelihood.

Main Results:

  • Formally demonstrated SVHM's optimality in discriminating covariate-specific hazard functions from population average hazard functions.
  • Established consistency and learning rates for predicted risks.
  • Simulation studies showed improved prediction accuracy of event times compared to existing methods.
  • Real-world biomedical data analysis demonstrated SVHM's superiority in distinguishing high-risk from low-risk subjects.

Conclusions:

  • SVHM offers a powerful and theoretically sound approach for learning risk scores in time-to-event prediction with censoring.
  • The method demonstrates improved predictive performance over existing machine learning and conventional survival analysis techniques.
  • SVHM has practical utility in biomedical research for risk stratification using clinical and neuroimaging biomarkers.