학술논문

Calibration and Uncertainty in Neural Time-to-Event Modeling
Document Type
Periodical
Source
IEEE Transactions on Neural Networks and Learning Systems IEEE Trans. Neural Netw. Learning Syst. Neural Networks and Learning Systems, IEEE Transactions on. 34(4):1666-1680 Apr, 2023
Subject
Computing and Processing
Communication, Networking and Broadcast Technologies
Components, Circuits, Devices and Systems
General Topics for Engineers
Calibration
Predictive models
Uncertainty
Hazards
Sociology
Statistics
Probabilistic logic
Adversarial learning
calibration
distribution matching
healthcare
survival analysis
time-to-event
Language
ISSN
2162-237X
2162-2388
Abstract
Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event times (i.e., relative risk). We propose neural time-to-event models that account for calibration and uncertainty while predicting accurate absolute event times. Specifically, an adversarial nonparametric model is introduced for estimating matched time-to-event distributions for probabilistically concentrated and accurate predictions. We also consider replacing the discriminator of the adversarial nonparametric model with a survival-function matching estimator that accounts for model calibration. The proposed estimator can be used as a means of estimating and comparing conditional survival distributions while accounting for the predictive uncertainty of probabilistic models. Extensive experiments show that the distribution matching methods outperform existing approaches in terms of both calibration and concentration of time-to-event distributions.