Statistics, Department of

The R Journal
Date of this Version
7-2018
Document Type
Article
Citation
The R Journal (July 2018) 10(1); Editor: John Verzani
Abstract
This article introduces the R package survivalsvm, implementing support vector machines for survival analysis. Three approaches are available in the package: The regression approach takes censoring into account when formulating the inequality constraints of the support vector problem. In the ranking approach, the inequality constraints set the objective to maximize the concordance index for comparable pairs of observations. The hybrid approach combines the regression and ranking constraints in a single model. We describe survival support vector machines and their implementation, provide examples and compare the prediction performance with the Cox proportional hazards model, random survival forests and gradient boosting using several real datasets. On these datasets, survival support vector machines perform on par with the reference methods.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2018, The R Foundation. Open access material. License: CC BY 4.0 International