TY - GEN
T1 - Inverse-Weighted Survival Games
AU - Han, Xintian
AU - Goldstein, Mark
AU - Puli, Aahlad
AU - Wies, Thomas
AU - Perotte, Adler J.
AU - Ranganath, Rajesh
N1 - Publisher Copyright:
© 2021 Neural information processing systems foundation. All rights reserved.
PY - 2021
Y1 - 2021
N2 - Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen set of time horizons, e.g. Brier score (BS) and Bernoulli log likelihood (BLL). Models trained with maximum likelihood may have poor BS or BLL since maximum likelihood does not directly optimize these criteria. Directly optimizing criteria like BS requires inverse-weighting by the censoring distribution. However, estimating the censoring model under these metrics requires inverse-weighting by the failure distribution. The objective for each model requires the other, but neither are known. To resolve this dilemma, we introduce Inverse-Weighted Survival Games. In these games, objectives for each model are built from re-weighted estimates featuring the other model, where the latter is held fixed during training. When the loss is proper, we show that the games always have the true failure and censoring distributions as a stationary point. This means models in the game do not leave the correct distributions once reached. We construct one case where this stationary point is unique. We show that these games optimize BS on simulations and then apply these principles on real world cancer and critically-ill patient data.
AB - Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen set of time horizons, e.g. Brier score (BS) and Bernoulli log likelihood (BLL). Models trained with maximum likelihood may have poor BS or BLL since maximum likelihood does not directly optimize these criteria. Directly optimizing criteria like BS requires inverse-weighting by the censoring distribution. However, estimating the censoring model under these metrics requires inverse-weighting by the failure distribution. The objective for each model requires the other, but neither are known. To resolve this dilemma, we introduce Inverse-Weighted Survival Games. In these games, objectives for each model are built from re-weighted estimates featuring the other model, where the latter is held fixed during training. When the loss is proper, we show that the games always have the true failure and censoring distributions as a stationary point. This means models in the game do not leave the correct distributions once reached. We construct one case where this stationary point is unique. We show that these games optimize BS on simulations and then apply these principles on real world cancer and critically-ill patient data.
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M3 - Conference contribution
AN - SCOPUS:85131825708
T3 - Advances in Neural Information Processing Systems
SP - 2160
EP - 2172
BT - Advances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021
A2 - Ranzato, Marc'Aurelio
A2 - Beygelzimer, Alina
A2 - Dauphin, Yann
A2 - Liang, Percy S.
A2 - Wortman Vaughan, Jenn
PB - Neural information processing systems foundation
T2 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021
Y2 - 6 December 2021 through 14 December 2021
ER -