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Learning Survival Distributions with the Asymmetric Laplace Distribution

ICML 2025 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Likelihood-free and graphical model estimation · 0 citations (OpenAlex)

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Proposes a parametric survival model that predicts per-individual Asymmetric Laplace Distribution parameters (location, scale, asymmetry) by maximum likelihood with censoring, giving closed-form summaries.

Problem

Survival models either impose restrictive parametric distributions or use nonparametric discretized/quantile outputs (DeepHit, CQRNN) that are computationally heavy, piecewise, and sensitive to censoring pseudo-value and grid choices.

Approach

Model each individual's event time as an Asymmetric Laplace Distribution whose location, scale, and asymmetry are predicted by a neural network, trained by censored maximum likelihood (density for observed events, survival function for censored), avoiding CQRNN's pseudo-value re-weighting and quantile grid.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the ALD survival model instead of CQRNNSurvival prediction · 21 datasets, IBSIBS: 19 better, 1 worse, 1 sameHelped
Use the ALD survival model instead of LogNormSurvival prediction · 21 datasets, IBSIBS: 21 better, 0 worse, 0 sameHelped
Use the ALD survival model instead of DeepSurvSurvival prediction · 21 datasets, IBSIBS: 21 better, 0 worse, 0 sameHelped
Use the ALD survival model instead of DeepHitSurvival prediction · 21 datasets, IBSIBS: 21 better, 0 worse, 0 sameHelped
Use the ALD survival model instead of CQRNNSurvival prediction · 21 datasets, MAEMAE: 6 better, 8 worse, 7 sameMixed
Use the ALD survival model instead of LogNormSurvival prediction · 21 datasets, MAEMAE: 10 better, 3 worse, 8 sameMixed
Use the ALD survival model instead of DeepSurvSurvival prediction · 21 datasets, MAEMAE: 6 better, 8 worse, 7 sameMixed
Use the ALD survival model instead of DeepHitSurvival prediction · 21 datasets, MAEMAE: 12 better, 6 worse, 3 sameMixed
Use the ALD survival model instead of CQRNNSurvival prediction · 21 datasets, Harrell's C-IndexHarrell's C-Index: 4 better, 2 worse, 15 sameMixed
Use the ALD survival model instead of DeepHitSurvival prediction · 21 datasets, Harrell's C-IndexHarrell's C-Index: 15 better, 0 worse, 6 sameHelped
Use the ALD survival model instead of CQRNNSurvival prediction · 21 datasets, Uno's C-IndexUno's C-Index: 2 better, 3 worse, 16 sameMixed
Use the ALD survival model instead of DeepHitSurvival prediction · 21 datasets, Uno's C-IndexUno's C-Index: 15 better, 0 worse, 6 sameHelped

Surprising findings

Limitations

Experimental setup

Datasets: METABRIC WHAS SUPPORT GBSG TMBImmuno BreastMSK LGGGBM 14 synthetic datasets with synthetic censoring

Benchmarks: METABRIC WHAS SUPPORT GBSG TMBImmuno BreastMSK LGGGBM 14 synthetic datasets

Metrics: MAE Integrated Brier Score Harrell's C-index Uno's C-index CensDcal calibration slope and intercept for S(t|x) and f(t|x)

Baselines: LogNorm MLE DeepSurv DeepHit CQRNN

Builds on: CQRNN DeepHit DeepSurv LogNorm MLE

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