Consistency of Random Survival Forests

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 met...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2008-11
Main Authors: Ishwaran, Hemant, Kogalur, Udaya B
Format: Article
Language:English
Subjects:
Computation
Consistency
Random variables
Survival
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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. A key assumption made is that all variables are factors. Although this assumes that the feature space has finite cardinality, in practice the space can be a extremely large--indeed, current computational procedures do not properly deal with this setting. An indirect consequence of this work is the introduction of new computational methodology for dealing with factors with unlimited number of labels.
ISSN:2331-8422