arXiv:2410.01086stat.MLcs.LG2024-10被引 29

用深度学习预测事件发生时间,突破传统生存分析局限。

An Introduction to Deep Survival Analysis Models for Predicting Time-to-Event Outcomes

  • 结合神经网络与生存分析,实现个体级事件时间预测
  • 涵盖经典Cox模型到深度神经微分方程等新型方法
  • 适合医疗、金融等领域需预测关键事件时间的从业者

许多应用场景涉及对关键事件发生前时间长度的推理——即时间-事件结果。例如:客户何时取消订阅、昏迷患者何时苏醒、刑满释放者何时再犯罪?时间-事件结果在生存分析领域已有长期研究,主要由统计学、医学和可靠性工程领域推动,20世纪70、80年代已有教材问世。本专著旨在提供一个现代、自包含的时间-事件预测入门介绍。我们聚焦于利用神经网络在个体数据点层面预测时间-事件结果。目标是让读者理解时间-事件预测问题的本质,其与标准回归和分类的区别,以及一系列“设计模式”如何被反复用于构建新模型,从经典的Cox比例风险模型到现代深度学习方法如深度核Kaplan-Meier估计器和神经微分方程模型。我们还深入探讨了两个扩展场景:预测多个关键事件中哪个最先发生及其发生时间(竞争风险设置),以及基于随时间增长的时序数据进行时间-事件预测(动态设置)。最后讨论公平性、因果推理、可解释性和统计保证等话题。专著附带代码仓库,详细实现了所涵盖的每种模型和评估指标。

原文摘要 · Abstract (English)

Many applications involve reasoning about time durations before a critical event happens--also called time-to-event outcomes. When will a customer cancel a subscription, a coma patient wake up, or a convicted criminal reoffend? Time-to-event outcomes have been studied extensively within the field of survival analysis primarily by the statistical, medical, and reliability engineering communities, with textbooks already available in the 1970s and '80s. This monograph aims to provide a reasonably self-contained modern introduction to survival analysis. We focus on predicting time-to-event outcomes at the individual data point level with the help of neural networks. Our goal is to provide the reader with a working understanding of precisely what the basic time-to-event prediction problem is, how it differs from standard regression and classification, and how key "design patterns" have been used time after time to derive new time-to-event prediction models, from classical methods like the Cox proportional hazards model to modern deep learning approaches such as deep kernel Kaplan-Meier estimators and neural ordinary differential equation models. We further delve into two extensions of the basic time-to-event prediction setup: predicting which of several critical events will happen first along with the time until this earliest event happens (the competing risks setting), and predicting time-to-event outcomes given a time series that grows in length over time (the dynamic setting). We conclude with a discussion of a variety of topics such as fairness, causal reasoning, interpretability, and statistical guarantees. Our monograph comes with an accompanying code repository that implements every model and evaluation metric that we cover in detail.

生存分析时间预测深度学习医疗建模

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