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Predicting with Confidence from Survival Data
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Software and Computer systems, SCS.ORCID iD: 0000-0001-8382-0300
Dept. of Computer Science and Informatics, Jönköping University, Sweden.
Scania CV AB, Sweden.
2019 (English)In: Proceedings of the 8th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2019, ML Research Press , 2019, p. 123-141Conference paper, Published paper (Refereed)
Abstract [en]

Survival modeling concerns predicting whether or not an event will occur before or on a given point in time. In a recent study, the conformal prediction framework was applied to this task, and so-called conformal random survival forest was proposed. It was empirically shown that the error level of this model indeed is very close to the provided confidence level, and also that the error for predicting each outcome, i.e., event or no-event, can be controlled separately by employing a Mondrian approach. The addressed task concerned making predictions for time points as provided by the underlying distribution. However, if one instead is interested in making predictions with respect to some specific time point, the guarantee of the conformal prediction framework no longer holds, as one is effectively considering a sample from another distribution than from which the calibration instances have been drawn. In this study, we propose a modification of the approach for specific time points, which transforms the problem into a binary classification task, thereby allowing the error level to be controlled. The latter is demonstrated by an empirical investigation using both a collection of publicly available datasets and two in-house datasets from a truck manufacturing company.

Place, publisher, year, edition, pages
ML Research Press , 2019. p. 123-141
Keywords [en]
Conformal prediction, random forests, survival modeling
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:kth:diva-350419Scopus ID: 2-s2.0-85106662090OAI: oai:DiVA.org:kth-350419DiVA, id: diva2:1883983
Conference
8th Symposium on Conformal and Probabilistic Prediction and Applications, COPA 2019, Varna, Bulgaria, Sep 9 2019 - Sep 11 2019
Note

QC 20240712

Available from: 2024-07-12 Created: 2024-07-12 Last updated: 2024-07-12Bibliographically approved

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Boström, Henrik

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf