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

Comments

Copyright 2018, The R Foundation. Open access material. License: CC BY 4.0 International

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.

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