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arXiv 2208.03213stat.ME
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时变风险的一致性指数

A Proper Concordance Index for Time-Varying Risk

A. Gandy, T. J. Matcham

AI总结:

本文指出传统一致性指数在时变风险模型中不具备恰当性,提出基于首个事件时间风险率的时变风险评分方法,并通过模拟验证其在模型选择与深度学习损失函数中的优越性。

摘要:

Harrel's一致性指数是生存模型常用的判别力度量指标,尤其适用于个体风险相对排序不随时间变化的模型,如比例风险模型。关于如何将其扩展到相对风险可随时间变化的模型(例如风险率交叉的情况),目前已有若干建议,但尚未达成共识。我们证明这些一致性指数并不具备恰当性,即它们无法在极限情况下被真实数据生成模型最大化。此外,我们证明当且仅当所使用的风险评分与每个可比事件对的首个事件发生时间的风险率相一致时,该一致性指数才是恰当的。因此,我们建议在计算一致性时将风险率作为时变风险评分。通过模拟实验,我们展示了其他一致性指数可能导致错误模型被选中而非真实模型的情况,从而证明了在模型选择以及深度学习模型等损失函数中使用我们建议的风险预测方法的合理性。

英文摘要:

Harrel's concordance index is a commonly used discrimination metric for survival models, particularly for models where the relative ordering of the risk of individuals is time-independent, such as the proportional hazards model. There are several suggestions, but no consensus, on how it could be extended to models where relative risk can vary over time, e.g.\ in case of crossing hazard rates. We show that these concordance indices are not proper, in the sense that they are maximised in the limit by the true data generating model. Furthermore, we show that a concordance index is proper if and only if the risk score used is concordant with the hazard rate at the first event time for each comparable pair of events. Thus, we suggest using the hazard rate as the time-varying risk score when calculating concordance. Through simulations, we demonstrate situations in which other concordance indices can lead to incorrect models being selected over a true model, justifying the use of our suggested risk prediction in both model selection and in loss functions in, e.g., deep learning models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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