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Applied Intelligence

, Volume 49, Issue 5, pp 1675–1687 | Cite as

Large-margin learning of Cox proportional hazard models for survival analysis

  • Minyoung KimEmail author
Article
  • 64 Downloads

Abstract

Machine learning approaches have been recently attempted to tackle the prediction tasks in survival analysis. However, most existing methods aim to learn the prognostic function directly via linear regression or ranking models, unable to exploit the underlying density family, notably the famous CoxPH model. In this paper we propose a novel estimator for the CoxPH model based on the margin maximization principle, which was proven to achieve superb generalization performance in standard classification problems in machine learning. The censored data are effectively handled by incorporating cost-sensitive margin violation loss. We demonstrate the improved prediction performance on several survival datasets.

Keywords

Large-margin learning Density estimation Cox proportional hazard models Survival analysis 

Notes

Funding Information

This study was supported by the Research Program funded by the SeoulTech (Seoul National University of Science & Technology).

Compliance with Ethical Standards

Conflict of interests

The authors have no conflict of interest.

Consent for Publication

Consent to submit this manuscript has been received tacitly from the authors’ institution, Seoul National University of Science & Technology.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Department of Electronics & IT Media EngineeringSeoul National University of Science & TechnologySeoulKorea

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