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Conformal survival predictions at a user-controlled time point: The introduction of time point specialized Conformal Random Survival Forests
KTH, School of Electrical Engineering and Computer Science (EECS).
2018 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

The goal of this research is to expand the field of conformal predictions using Random Survival Forests. The standard Conformal Random Survival Forest can predict with a fixed certainty whether something will survive up until a certain time point. This research is the first to show that there is little practical use in the standard Conformal Random Survival Forest algorithm. It turns out that the confidence guarantees of the conformal prediction framework are violated if the Standard algorithm makes predictions for a user-controlled fixed time point. To solve this challenge, this thesis proposes two algorithms that specialize in conformal predictions for a fixed point in time: a Fixed Time algorithm and a Hybrid algorithm. Both algorithms transform the survival data that is used by the split evaluation metric in the Random Survival Forest algorithm. The algorithms are evaluated and compared along six different set prediction evaluation criteria. The prediction performance of the Hybrid algorithm outperforms the prediction performance of the Fixed Time algorithm in most cases. Furthermore, the Hybrid algorithm is more stable than the Fixed Time algorithm when the predicting job extends to various time points. The hybrid Conformal Random Survival Forest should thus be considered by anyone who wants to make conformal survival predictions at usercontrolled time points.

Abstract [sv]

Målet med denna avhandling är att utöka området för konformitetsprediktion med hjälp av Random Survival Forests. Standardutförandet av Conformal Random Survival Forest kan förutsäga med en viss säkerhet om någonting kommer att överleva fram till en viss tidpunkt. Denna avhandling är den första som visar att det finns liten praktisk användning i standardutförandet av Conformal Random Survival Forest-algoritmen. Det visar sig att konfidensgarantierna för konformitetsprediktionsramverket bryts om standardalgoritmen gör förutsägelser för en användarstyrd fast tidpunkt. För att lösa denna utmaning, föreslår denna avhandling två algoritmer som specialiserar sig i konformitetsprediktion för en bestämd tidpunkt: en fast-tids algoritm och en hybridalgoritm. Båda algoritmerna omvandlar den överlevnadsdata som används av den delade utvärderingsmetoden i Random Survival Forest-algoritmen. Uppskattningsförmågan för hybridalgoritmen överträffar den för fast-tids algoritmen i de flesta fall. Dessutom är hybrid algoritmen stabilare än fast-tids algoritmen när det förutsägelsejobbet sträcker sig till olika tidpunkter. Hybridalgoritmen för Conformal Random Survival Forest bör därför föredras av den som vill göra konformitetsprediktion av överlevnad vid användarstyrda tidpunkter.

Place, publisher, year, edition, pages
2018. , p. 59
Series
TRITA-EECS-EX ; 2018:157
Keywords [en]
Conformal prediction; Random Survival Forest; Survival analysis; Fixed time
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-232060OAI: oai:DiVA.org:kth-232060DiVA, id: diva2:1231989
External cooperation
Scania AB
Subject / course
Computer Science
Educational program
Master of Science - Computer Science
Supervisors
Examiners
Available from: 2018-07-10 Created: 2018-07-10 Last updated: 2018-07-10Bibliographically approved

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CiteExportLink to record
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