Random survival forests
Hemant Ishwaran, Udaya B. Kogalur, Eugene H. Blackstone, Michael S. Lauer
The Annals of Applied Statistics · 2008 · Volume 2 · Issue 3
Abstract
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing data. A conservation-of-events principle for survival forests is introduced and used to define ensemble mortality, a simple interpretable measure of mortality that can be used as a predicted outcome. Several illustrative examples are given, including a case study of the prognostic implications of body mass for individuals with coronary artery disease. Computations for all examples were implemented using the freely available R-software package, randomSurvivalForest.
Keywords
Conservation of events, cumulative hazard function, ensemble, out-of-bag, prediction error, survival tree
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