Optimal Survival Trees

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Authors Dimitris Bertsimas, Jack Dunn, Emma Gibson, Agni Orfanoudaki arXiv ID 2012.04284 Category cs.LG: Machine Learning Cross-listed stat.ML Citations 41 Venue Machine-mediated learning Last Checked 3 months ago
Abstract
Tree-based models are increasingly popular due to their ability to identify complex relationships that are beyond the scope of parametric models. Survival tree methods adapt these models to allow for the analysis of censored outcomes, which often appear in medical data. We present a new Optimal Survival Trees algorithm that leverages mixed-integer optimization (MIO) and local search techniques to generate globally optimized survival tree models. We demonstrate that the OST algorithm improves on the accuracy of existing survival tree methods, particularly in large datasets.
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