Begoña B. Sierra, Colin McLean, Peter S. Hall +2stat.ML cs.LG
A wide range of statistical and machine learning methods have been proposed for survival analysis with competing risks, where the occurrence of one event (i.e., cancer death) precludes the occurrence of other events (i.e., cardiovascular disease death). Despite these methodological advances, their systematic evaluation and adoption are limited by the lack of comprehensive, reproducible and extensible benchmarking frameworks. We developed an open-source benchmarking framework for competing risks models that enables their systematic comparison across multiple datasets under different aspects of performance; calibration, discrimination, overall prediction error and clinical utility. We additionally introduce an extension of SHAP for competing risks, allowing model-agnostic interpretability of covariates contributions over time. All our code is publicly available via GitHub:https://github.com/BBolosSierra/CompRisksBenchmark
Medical time-to-event data are frequently subject to competing risks, where the occurrence of one terminal event precludes the others and standard survival methods that treat competing events as censoring yield biased absolute-risk estimates. Valid analysis instead targets the cause-specific cumulative incidence function (CIF). This methodology has been available to applied researchers almost exclusively through R packages, forcing Python-based machine-learning workflows into a Python-to-R round trip. We present comprisk, a scikit-learn-compatible Python toolkit that puts the canonical competing-risks methods behind one API: a scalable competing-risks random survival forest, Fine-Gray subdistribution-hazard regression and a penalized variant, cause-specific Cox regression, the Aalen-Johansen CIF estimator, and Gray's K-sample test, together with competing-risks-aware model evaluation. Every estimator is validated numerically against its R reference implementation. The forest uses a histogram-based, numba-compiled split kernel that fits 10-22x faster than randomForestSRC at comparable discrimination on real clinical cohorts and scales to n = 10^6 on a consumer CPU. comprisk is distributed on PyPI and lets applied researchers run correct, scalable competing-risks analysis without leaving the Python scientific stack.
Jie Min, Yueyao Wang, Mengkun Chenstat.ML cs.LG stat.AP stat.CO
Competing risks are commonly observed in engineering fields and can bring challenges to time-to-event data modeling when the application scenarios are complicated. Recently, deep neural networks have received great attention for prediction with competing risks, due to their flexibility and high learning capability. However, the complexity of neural network structure brings extra difficulty in hyperparameter tuning based on different data inputs. Additionally, when an engineered system has complex physical structures with multiple hierarchical levels, treating all structural levels as a single group of inputs may fail to capture critical information. To address the issues, we propose a Structured Segmented Hazard Deep Neural Network (SSH-Net) for failure time prediction under cause-specific competing risks framework. Our approach associates neural network structure with data structures, and allows different covariate groups to impact the failure prediction through separate sub-networks. The neural network is constructed based on a cause-specific competing risks model. The SSH-Net outputs cause-specific hazard functions, and utilizes the penalized log-likelihood as the loss function. The prediction accuracy of SSH-Net is validated through simulation studies by evaluating the Brier score, the area under receiver operating characteristic curves (AUC), and the root mean square error (RMSE) of the predicted cause-specific cumulative incident function. We further demonstrate the model's ability to predict failure time distribution functions using the Titan GPU failure time data.
Daniel Klippert, Sarah Friedrich, Markus Paulystat.AP cs.LG stat.ML
Conditional average treatment effects (CATEs) are central to treatment decision-making in personalized medicine. In competing risks settings, estimating CATEs from survival data allows for patient-specific assessments of treatment effectiveness for a specific event of interest while properly accounting for alternative event types. This distinction is essential in the presence of comorbidities, where competing causes of death may otherwise confound the therapeutic benefit. Focusing on right-censored survival times with binary treatment, we examine CATEs defined as covariate-conditional differences in the absolute risk for the event of interest at a fixed time. To this end, we study meta-learners which adapt machine learning algorithms for CATE estimation in competing risks scenarios. We systematically compare six meta-learners, combining Cox regression or random survival forests for risk modeling with elastic net regression or random forests for direct CATE modeling. To provide practical guidance on model selection, we evaluate their performance in multiple simulation settings, that differ in hazard complexity, treatment heterogeneity, treatment assignment, event type distribution and censoring. To facilitate applied use, we provide the R package, crsurvlearners, which implements all considered approaches.