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Boosting Methods for Interval-censored Data with Regression and Classification
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Proposes L2Boost-CUT and L2Boost-IMP, nonparametric boosting methods that use censoring unbiased transformations and an ICRF survivor estimate to handle interval-censored responses for regression and classification.
Problem
Boosting assumes fully observed data, but interval-censored survival times (known only to lie in an interval) are common and existing boosting extensions mainly handle right censoring or missing responses.
Approach
Adjust the L2 loss via a censoring unbiased transformation (CUT) so its expectation matches the uncensored risk, estimate the conditional survivor function with interval-censored recursive forests, and run functional gradient L2 boosting with smoothing-spline base learners; a companion imputation variant (IMP) replaces the response with the CUT transform.
Key results
- On synthetic interval-censored AFT data, CUT and IMP yield errors and Kendall's tau comparable to the complete-data reference method and outperform the naive midpoint surrogate, which has the largest SMaxAE and SMSqE.
- For survival-status classification, CUT and IMP achieve significantly higher sensitivity than the naive method at similar specificity.
- Theory: with smoothing-spline base learners, the first iterations improve on the unboosted learner and the number of iterations t_n = O(n^{2r/(2v+1)}) attains the minimax MSE rate O(n^{-2v/(2v+1)}).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| replace the naive midpoint response with L2Boost-CUT or L2Boost-IMP | interval-censored survival-time prediction · synthetic lognormal AFT and loglogistic AFT | SMaxAE | Helped |
| replace the naive midpoint response with L2Boost-CUT or L2Boost-IMP | interval-censored survival-time prediction · synthetic lognormal AFT and loglogistic AFT | SMSqE | Helped |
| replace the naive midpoint response with L2Boost-CUT or L2Boost-IMP | interval-censored survival-time prediction · synthetic lognormal AFT and loglogistic AFT | SKDT | Helped |
| replace the naive midpoint response with L2Boost-CUT or L2Boost-IMP | interval-censored survival-status prediction · synthetic data | sensitivity | Helped |
| use L2Boost-CUT instead of L2Boost-IMP | L2Boost for interval-censored data · synthetic survival-status prediction | sensitivity | No clear effect |
| use L2Boost-CUT instead of L2Boost-IMP | L2Boost for interval-censored data · synthetic survival-status prediction | specificity | No clear effect |
| use L2Boost-CUT instead of L2Boost-IMP | L2Boost for interval-censored data · synthetic experiments | performance | No clear effect |
Surprising findings
- L2Boost-CUT and L2Boost-IMP produce nearly identical results, differing mainly in stopping criterion.
- Running boosting indefinitely does not reduce MSE below the noise variance, so excess iterations overfit.
Limitations
- Requires consistent estimation of the conditional survivor function; boosting quality depends on ICRF estimation and its extra computational cost.
- Optimal rates are stated for one-dimensional features; extension to multivariate features is only via componentwise selection heuristic.
- Theoretical guarantees assume regularity conditions (e.g., weak base learners, condition C4) that may not hold for strong learners.
Experimental setup
Datasets: synthetic AFT data (lognormal and loglogistic) Signal Tandmobiel data Bangkok HIV data
Benchmarks: synthetic AFT simulations Signal Tandmobiel Bangkok HIV
Metrics: SMaxAE SMSqE SKDT (sample Kendall's tau) sensitivity specificity
Baselines: oracle method (true phi) reference method (complete data) naive surrogate response (midpoint) COX model
Builds on: L2Boost L2WCBoost interval censored recursive forests censoring unbiased transformation
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