arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2401.04489cs.LGcs.AIcs.DS
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最优生存树:一种动态规划方法

Optimal Survival Trees: A Dynamic Programming Approach

Delft University of Technology(代尔夫特理工大学)

Tim Huisman, Jacobus G. M. van der Linden, Emir Demirović

AI总结:

针对生存分析预测,本文首次提出基于动态规划的最优生存树方法,具备最优性保证并能评估启发式方法的最优性差距,通过特殊算法提升可扩展性,实验表明其运行时间优于部分启发式方法且预测性能与最先进方法相当。

摘要:

生存分析基于历史数据研究和预测死亡或其他单一不可重复事件的时间,而某些实例的真实死亡时间是未知的。生存树通过递归地划分总体并在每个叶节点中预测独特的生存分布,使得在紧凑且人类可理解的模型中发现复杂的非线性关系成为可能。我们使用动态规划提供了首个具有最优性保证的生存树方法,从而能够评估启发式方法的最优性差距。我们通过一种用于计算深度不超过两层的树的特殊算法提高了方法的可扩展性。实验表明,在现实情况下,我们方法的运行时间甚至优于一些启发式方法,同时获得了与最先进方法相似的样本外性能。

英文摘要:

Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear relations in a compact human comprehensible model, by recursively splitting the population and predicting a distinct survival distribution in each leaf node. We use dynamic programming to provide the first survival tree method with optimality guarantees, enabling the assessment of the optimality gap of heuristics. We improve the scalability of our method through a special algorithm for computing trees up to depth two. The experiments show that our method's run time even outperforms some heuristics for realistic cases while obtaining similar out-of-sample performance with the state-of-the-art.

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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