Survival prediction models: an introduction to discrete-time modeling

Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed...

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Published inBMC medical research methodology Vol. 22; no. 1; pp. 1 - 18
Main Authors Suresh, Krithika, Severn, Cameron, Ghosh, Debashis
Format Journal Article
LanguageEnglish
Published London BioMed Central 26.07.2022
BioMed Central Ltd
BMC
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ISSN1471-2288
1471-2288
DOI10.1186/s12874-022-01679-6

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Abstract Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes. Methods Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment. Results Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set. Conclusions We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.
AbstractList Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes.BACKGROUNDPrediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes.Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment.METHODSDiscrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment.Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set.RESULTSUsing publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set.We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.CONCLUSIONSWe present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.
Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes. Methods Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment. Results Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set. Conclusions We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.
Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes. Methods Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment. Results Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set. Conclusions We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository. Keywords: Cox proportional hazards, Machine learning, Random survival forest, Time-to-event
Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes. Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment. Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set. We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.
Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes. Methods Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment. Results Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set. Conclusions We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.
Abstract Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important clinical care decisions. There are several regression and machine learning methods for building these models that have been designed or modified to account for the censoring that occurs in time-to-event data. Discrete-time survival models, which have often been overlooked in the literature, provide an alternative approach for predictive modeling in the presence of censoring with limited loss in predictive accuracy. These models can take advantage of the range of nonparametric machine learning classification algorithms and their available software to predict survival outcomes. Methods Discrete-time survival models are applied to a person-period data set to predict the hazard of experiencing the failure event in pre-specified time intervals. This framework allows for any binary classification method to be applied to predict these conditional survival probabilities. Using time-dependent performance metrics that account for censoring, we compare the predictions from parametric and machine learning classification approaches applied within the discrete time-to-event framework to those from continuous-time survival prediction models. We outline the process for training and validating discrete-time prediction models, and demonstrate its application using the open-source R statistical programming environment. Results Using publicly available data sets, we show that some discrete-time prediction models achieve better prediction performance than the continuous-time Cox proportional hazards model. Random survival forests, a machine learning algorithm adapted to survival data, also had improved performance compared to the Cox model, but was sometimes outperformed by the discrete-time approaches. In comparing the binary classification methods in the discrete time-to-event framework, the relative performance of the different methods varied depending on the data set. Conclusions We present a guide for developing survival prediction models using discrete-time methods and assessing their predictive performance with the aim of encouraging their use in medical research settings. These methods can be applied to data sets that have continuous time-to-event outcomes and multiple clinical predictors. They can also be extended to accommodate new binary classification algorithms as they become available. We provide R code for fitting discrete-time survival prediction models in a github repository.
ArticleNumber 207
Audience Academic
Author Ghosh, Debashis
Suresh, Krithika
Severn, Cameron
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Issue 1
Keywords Time-to-event
Cox proportional hazards
Random survival forest
Machine learning
Language English
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Snippet Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making...
Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making...
Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in making important...
Abstract Background Prediction models for time-to-event outcomes are commonly used in biomedical research to obtain subject-specific probabilities that aid in...
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SubjectTerms Algorithms
Classification
Cox proportional hazards
Data analysis
Datasets
Discrete-time systems
Health Sciences
Machine learning
Medical research
Medicine
Medicine & Public Health
Neural networks
Optimization techniques
Probability
Random survival forest
Research Article
Software
Statistical Theory and Methods
statistics and modelling
Statistics for Life Sciences
Survival analysis
Theory of Medicine/Bioethics
Time-to-event
Treatment outcome
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Title Survival prediction models: an introduction to discrete-time modeling
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