Consistency of Random Survival Forests.
Consistency of Random Survival Forests.
复制标题
DOI:
10.1016/j.spl.2010.02.020
复制
发表时间:
2010-07-01
影响因子:
0.8
通讯作者:
Kogalur UB
中科院分区:
文献类型:
--
作者:
Ishwaran H;Kogalur UB
We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection of variables—that is, under true implementation of the methodology. Under this setting we show that the forest ensemble survival function converges uniformly to the true population survival function. To prove this result we make one key assumption regarding the feature space: we assume that all variables are factors. Doing so ensures that the feature space has finite cardinality and enables us to exploit counting process theory and the uniform consistency of the Kaplan-Meier survival function.
登录
查看更多内容
影响因子:
7.5
作者:
Dietterich, TG
通讯作者:
Dietterich, TG
影响因子:
7.5
作者:
CORTES, C;VAPNIK, V
通讯作者:
VAPNIK, V
影响因子:
3.7
作者:
LEBLANC, M;CROWLEY, J
通讯作者:
CROWLEY, J
影响因子:
2
作者:
LO, SH;SINGH, K
通讯作者:
SINGH, K
影响因子:
2.9
作者:
Amit, Y;Geman, D
通讯作者:
Geman, D