提出可优化的软生存树,兼顾模型解释性与预测精度。
Soft decision trees for survival analysis
- 用软分裂规则替代传统硬分割,支持端到端优化训练。
- 在15个数据集上优于三种基准模型,提升判别与校准能力。
- 适合需要可解释生存分析的医疗或金融场景。
决策树因其可解释性和建模复杂关系的能力,在生存分析中广受欢迎。传统的生存树通过启发式方法构建,难以全局优化。本文提出一种新型软生存树(SST),采用节点处的软分裂规则,并基于非线性优化框架实现可分解训练。SST为每个输入样本生成一个对应叶节点的特定生存函数,满足条件计算特性,继承其优势。该模型结合灵活性与可解释性:可使用最大似然估计的任意平滑生存函数(参数型、半参数型或非参数型),且每个叶节点对应一组由落入该节点的数据点定义的生存函数。在15个知名数据集上的实验表明,使用参数型和基于样条的半参数生存函数的SST,经由Consolo等(2024)提出的节点分解算法适配后,四种常用判别与校准指标均优于三种基准生存树。此外,SST还可扩展以考虑群体公平性。
原文摘要 · Abstract (English)
Decision trees are popular in survival analysis for their interpretability and ability to model complex relationships. Survival trees, which predict the timing of singular events using censored historical data, are typically built through heuristic approaches. Recently, there has been growing interest in globally optimized trees, where the overall tree is trained by minimizing the error function over all its parameters. We propose a new soft survival tree model (SST), with a soft splitting rule at each branch node, trained via a nonlinear optimization formulation amenable to decomposition. Since SSTs provide for every input vector a specific survival function associated to a single leaf node, they satisfy the conditional computation property and inherit the related benefits. SST and the training formulation combine flexibility with interpretability: any smooth survival function (parametric, semiparametric, or nonparametric) estimated through maximum likelihood can be used, and each leaf node of an SST yields a cluster of distinct survival functions which are associated to the data points routed to it. Numerical experiments on 15 well-known datasets show that SSTs, with parametric and spline-based semiparametric survival functions, trained using an adaptation of the node-based decomposition algorithm proposed by Consolo et al. (2024) for soft regression trees, outperform three benchmark survival trees in terms of four widely-used discrimination and calibration measures. SSTs can also be extended to consider group fairness.
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