Consistency of random survival forests
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Abstract: We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection of variables--that is, under true implementation of the methodology. A key assumption made is that all variables are factors. Although this assumes that the feature space has finite cardinality, in practice the space can be a extremely large--indeed, current computational procedures do not properly deal with this setting. An indirect consequence of this work is the introduction of new computational methodology for dealing with factors with unlimited number of labels.
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Cites work
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- Consistency of random survival forests
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
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Cited in
(35)- \(L_1\) splitting rules in survival forests
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- Impact of subsampling and tree depth on random forests
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- Consistency of survival tree and forest models: splitting bias and correction
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- The Impact of Churn on Client Value in Health Insurance, Evaluation Using a Random Forest Under Various Censoring Mechanisms
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- Random survival forests
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