Methods and architectures for risk and time-to-event modelling. Sonabend, R. & Király, F., J. 2018. abstract bibtex In this thesis we present an overview of methods and architecture in risk and time-to-event modelling and introduce a novel reduction approach to survival modelling. By using discretisation to transform time-series into discrete panel data we are able to extend any standard o -shelf machine learning algorithm for a survival task. Via binning we show a simple method for creating conditional histogram estimates for a hazard function in survival analysis. To assess models against more traditional ones that only predict one time-point we de ne an aggregation method for averaging measures over correlated time-points in the presence of censoring. We demonstrate three key algorithms for extending o -shelf methods which can extend any classical machine learning model and propose meta-strategies for these algorithms. In the presence of survival data, we propose methods to deal with left and right censoring, including demonstrating possible biases that occur by ignoring right-censored data.
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abstract = {In this thesis we present an overview of methods and architecture in risk and time-to-event modelling and introduce a novel reduction approach to survival modelling. By using discretisation to transform time-series into discrete panel data we are able to extend any standard o -shelf machine learning algorithm for a survival task. Via binning we show a simple method for creating conditional histogram estimates for a hazard function in survival analysis. To assess models against more traditional ones that only predict one time-point we de ne an aggregation method for averaging measures over correlated time-points in the presence of censoring. We demonstrate three key algorithms for extending o -shelf methods which can extend any classical machine learning model and propose meta-strategies for these algorithms. In the presence of survival data, we propose methods to deal with left and right censoring, including demonstrating possible biases that occur by ignoring right-censored data.},
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author = {Sonabend, Raphael and Király, Franz J.}
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