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A Federated Cox Model with Non-proportional Hazards

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Multimodal AI in Healthcare

Abstract

Recent research has shown the potential for neural networks to improve upon classical survival models such as the Cox model, which is widely used in clinical practice. Neural networks, however, typically rely on data that are centrally available, whereas healthcare data are frequently held in secure silos. We present a federated Cox model that accommodates this data setting and also relaxes the proportional hazards assumption, allowing time-varying covariate effects. In this latter respect, our model does not require explicit specification of the time-varying effects, reducing upfront organisational costs compared to previous works. We experiment with publicly available clinical datasets and demonstrate that the federated model is able to perform as well as a standard model.

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Notes

  1. 1.

    For source code, see https://github.com/dkaizhang/federated-survival.

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Acknowledgements

This work was supported by the UKRI CDT in AI for Healthcare http://ai4health.io (Grant No. EP/S023283/1).

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Correspondence to D. Kai Zhang .

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Appendix A Additional Figures

Appendix A Additional Figures

See Figs. 4, 5, 6.

Fig. 4
figure 4

Discretisation and interpolation

Fig. 5
figure 5

Two sets of survival estimates with correct ranking (green above blue) but poor calibration given under-/overestimation of true survival curves

Fig. 6
figure 6

Kaplan-Meier estimates with 95% confidence interval

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Zhang, D.K., Toni, F., Williams, M. (2023). A Federated Cox Model with Non-proportional Hazards. In: Shaban-Nejad, A., Michalowski, M., Bianco, S. (eds) Multimodal AI in Healthcare. Studies in Computational Intelligence, vol 1060. Springer, Cham. https://doi.org/10.1007/978-3-031-14771-5_12

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