Balanced Random Survival Forests for Extremely Unbalanced, Right Censored Data (1803.09177v2)

Abstract: Accuracies of survival models for life expectancy prediction as well as critical-care applications are significantly compromised due to the sparsity of samples and extreme imbalance between the survival (usually, the majority) and mortality class sizes. While a recent random survival forest (RSF) model overcomes the limitations of the proportional hazard assumption, an imbalance in the data results in an underestimation (overestimation) of the hazard of the mortality (survival) classes. A balanced random survival forests (BRSF) model, based on training the RSF model with data generated from a synthetic minority sampling scheme is presented to address this gap. Theoretical results on the effect of balancing on prediction accuracies in BRSF are reported. Benchmarking studies were conducted using five datasets with different levels of class imbalance from public repositories and an imbalanced dataset of 267 acute cardiac patients, collected at the Heart, Artery, and Vein Center of Fresno, CA. Investigations suggest that BRSF provides an improved discriminatory strength between the survival and the mortality classes. It outperformed both optimized Cox (without and with balancing) and RSF with an average reduction of 55\% in the prediction error over the next best alternative.