论文标题
使用等级损失的深度神经网络加速失败时间模型
Deep Neural Network Based Accelerated Failure Time Models using Rank Loss
论文作者
论文摘要
加速故障时间(AFT)模型假设故障时间与一组协变量之间的对数线性关系。与其他在危险功能上起作用的流行生存模型相反,协变量的影响直接对故障时间,其解释是直观的。未指定误差分布的半参数AFT模型对于与分布假设的不同是灵活且鲁棒的。由于理想的功能,在审查失败时间数据的分析中,这类模型被认为是流行COX模型的有希望的替代方法。但是,在这些aft模型中,通常假定为平均值的线性预测指标。在建模平均值时,很少有研究解决了预测因素的非线性。在过去的几十年中,深层神经网络(DNN)在各种领域都获得了巨大的关注。 DNN具有许多显着的优势,并且已被证明在解决非线性方面特别有用。通过利用此优势,我们建议使用GEHAN型损失与子采样技术相结合,将DNN应用于安装后的AFT模型。通过广泛的刺激研究研究了所提出的DNN和基于等级的AFT模型(DEEPR-AFT)的有限样品特性。当预测因子是非线性时,DEEPR-AFT在其参数或半摩米特对应物上显示出卓越的性能。对于线性预测指标,当协变量的尺寸较大时,DEEPR-AFT的性能更好。使用两个真实数据集说明了所提出的DeepR-AFT,这些数据集证明了其优越性。
An accelerated failure time (AFT) model assumes a log-linear relationship between failure times and a set of covariates. In contrast to other popular survival models that work on hazard functions, the effects of covariates are directly on failure times, whose interpretation is intuitive. The semiparametric AFT model that does not specify the error distribution is flexible and robust to departures from the distributional assumption. Owing to the desirable features, this class of models has been considered as a promising alternative to the popular Cox model in the analysis of censored failure time data. However, in these AFT models, a linear predictor for the mean is typically assumed. Little research has addressed the nonlinearity of predictors when modeling the mean. Deep neural networks (DNNs) have received a focal attention over the past decades and have achieved remarkable success in a variety of fields. DNNs have a number of notable advantages and have been shown to be particularly useful in addressing the nonlinearity. By taking advantage of this, we propose to apply DNNs in fitting AFT models using a Gehan-type loss, combined with a sub-sampling technique. Finite sample properties of the proposed DNN and rank based AFT model (DeepR-AFT) are investigated via an extensive stimulation study. DeepR-AFT shows a superior performance over its parametric or semiparametric counterparts when the predictor is nonlinear. For linear predictors, DeepR-AFT performs better when the dimensions of covariates are large. The proposed DeepR-AFT is illustrated using two real datasets, which demonstrates its superiority.