2023/07/25 by Sören Dittmer, Dittmer, Sören, Michael S. Roberts +11
Computer Science · Mathematics · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning and Data Classification #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2307.13579
openalex publication_date 2023/07/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30
Survival analysis is an integral part of the statistical toolbox. However, while most domains of classical statistics have embraced deep learning, survival analysis only recently gained some minor attention from the deep learning community. This recent development is likely in part motivated by the COVID-19 pandemic. We aim to provide the tools needed to fully harness the potential of survival analysis in deep learning. On the one hand, we discuss how survival analysis connects to classification and regression. On the other hand, we provide technical tools. We provide a new loss function, evaluation metrics, and the first universal approximating network that provably produces survival curves without numeric integration. We show that the loss function and model outperform other approaches using a large numerical study.