用合成数据训练的生存预测模型,能自动处理删失数据。
SurvPFN: Towards Foundation Models for Survival Predictions
- 通过生成威布尔分布事件时间与非信息性删失数据预训练
- 在真实生存数据集上性能媲美传统方法且无需调参
- 适合医疗等领域需处理删失数据的时序预测任务
表格基础模型(TFMs)在分类和回归任务中进展迅速,但时间到事件的生存预测仍缺乏有效方法。与标准回归不同,生存预测必须处理删失数据,而现有基础模型无法原生支持删失,导致预测偏差。为此,我们提出 SurvPFN,一种基于先验-数据拟合网络(PFN)的生存预测模型。通过在数百万个合成生存任务上预训练,学习考虑删失数据的分布回归。SurvPFN 的训练过程包括:(1) 生成威布尔分布事件时间及非信息性删失;(2) 引入删失事件指示器;(3) 最小化删失负对数似然。在包含多个真实世界生存任务的 SurvSet 数据集上,SurvPFN 在不进行每数据集微调、无特定架构或特征工程的情况下,表现可媲美经典与深度生存基线。结果表明,生存预测可视为连续时间分布回归问题,配合删失损失函数,使 PFN 能有效用于时间到事件预测。
原文摘要 · Abstract (English)
Tabular foundation models (TFMs) have made rapid progress in standard classification and regression, but time-to-event survival prediction tasks have remained largely untouched. Unlike in standard regression tasks, survival prediction models must account for censored data. Standard TFMs cannot handle natively censored data, leading to biased and inaccurate predictions, making them unsuitable for real-world applications. To overcome this fundamental limitation, we propose \texttt{SurvPFN}, a prior-data fitted network (PFN), for survival prediction tasks. We pretrain \texttt{SurvPFN} on millions of synthetic survival prediction tasks to learn survival via distributional regression that accounts for censored data. \texttt{SurvPFN} works by (1) generating data with Weibull event times and a non-informative censoring mechanism; (2) integrating a censored event indicator; and (3) minimizing a censored negative log-likelihood. On SurvSet, a collection of real-world survival tasks, \texttt{SurvPFN} is highly competitive with classical and deep survival baselines without per-dataset fitting, a survival-specific architecture, or feature engineering. We show that survival can be treated as a continuous-time distributional regression problem with censored loss, unlocking the power of PFNs for time-to-event predictions.
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