1 Introduction
Survival data are characterized by the fact that we do not know many of the outcome values (e.g. death or disease recurrence in medical studies) because the event might not have occurred within the fixed period of the study or because subjects could move out of town or decide to drop out at any time. Instead, the date of the last visit (censoring time) provides a lower bound on the survival time, defined as the length of time between two events, called intake and endpoint. Such datasets are considered censored. The Cox proportional hazards model and other parametric survival distributions such as Weibull, exponential and lognormal, have been widely used for the analysis of the survival time of a population by researchers and clinicians to test for significant risk factors affecting survival.
These models however suffer from several limitations when the objective is to get a precise estimation of the survival time of an individual patient. ChunNam Yu et al. yu2011learning lists two main issues of such models. The distributions chosen to model the data make it hard to provide accurate predictions in terms of survival time. Cox models use the Proportional Hazard Assumption (PHA) that constrains the model in a way that the effect of a given feature does not vary over time. This is a restrictive condition in practice.
Some models, such as the stratified Cox model, attempt to deal with the limitations of the PHA. ChunNam Yu et al. yu2011learning
also deals with both problems by introducing the multitask logistic regressions (MTLR) model, which introduces multiple logistic regression to model survival after a given time. In addition, there have been publications in the past comparing machine learning methods such as neural networks
hashemian2013comparison ; jerez2003combined with linear Cox models. Blaz Zupen et al. zupan2000machinealso proposed a framework that enables the use of machine learning methods such as Bayes classifiers and decision trees for survival analysis.
In this paper we introduce a novel deep learning method for survival analysis, based on multitask learning. We jointly predict the time of the event, and its rank in the cox partial loglikelihood framework. This allows better generalization, due in part to the fact that the model is able to account for the temporal aspect of the predictions. We compute the concordance index metric doi:10.1001/jama.1982.03320430047030 (Cindex in what follows) in order to compare our results with the widely adopted Cox model. We demonstrate the performance of our method experimentally on reallife survival datasets where it yields better results in terms of Cindex than the previous stateoftheart methods.
2 Background: Survival time analysis
2.1 Notations
In contrast to most common regression problems, survival data analysis has three main characteristics: (1) it examines the relationships of survival distributions to features; (2) it models the time it takes for events to occur, and (3) the event we want to predict (such as time of death) is not always observed. Sometimes, a patient will drop out of the study (i.e., voluntarily or because he was still alive at the end of the study). We call such datasets rightcensored.
Let
be a continuous random variable representing survival time. The survival function
is the probability of a patient surviving longer than
, i.e.,The hazard function denoted by is the instant probability that the event occurs knowing that it did not occur before . We can define as
The survival function can be expressed as a function of the hazard at all durations up to
As medical events are granular by nature, a given unique time (in a given time unit, such as a month for our dataset) can correspond to multiple events (such as having 10 patients reject their graft on January). Such events are tied
, making comparisons more complex, and requiring a modification to the loss function.
2.2 Linear models: Cox proportional hazards model
Some common approaches attempt to model the hazard function using the proportional hazards assumption. Different modelizations of have been considered. Among the most well known, the semiparametric Cox proportional hazards model cox1972regression defines at time for an individual with features as
The Cox proportional hazards model can be viewed as consisting of two clearly separate parts: (1) the underlying baseline hazard function , describing how the risk of event per time unit changes over time at baseline levels of features, and (2) the effect parameters , describing how the hazard varies in response to explanatory features.
Note that the Cox proportional hazards model is not commonly used in the literature to perform prediction on new cases, but rather to characterize disease progression on existing cases, by highlighting the importance of the different features rao2009comprehensive . As the baseline hazard function is never directly estimated, computing survival predictions is not directly possible without additional assumptions.
2.3 Nonlinear models
Other approaches have been applied to survival data. Random Survival Forests ishwaran2008random
are based on an ensemble of trees to estimate the cumulative hazard function. This extends Breiman’s Random Forests method to take rightcensored survival data into account.
Deep survival katzman2016deep is an extension of the Cox model that uses a deep neural network to parametrize the hazard function. The part of our model that is trained on a Cox partial likelihood loss differs from their approach in the following regards:

We perform the optimization perbatch instead of on the full dataset.

We adapt the loss function to account for ties, using Efron’s approximation.

We did not limit ourselves to modeling the logarithm of the hazard function, and tried other forms. Modeling the hazard function directly yielded an improvement.
Ranganath et al. ranganath2016deep uses deep exponential families (i.e., a class of latent variable models inspired by the hidden structures used in deep neural networks) to model event time.
2.4 Standard evaluation: the concordance index
To compare our models we use the Cindex doi:10.1001/jama.1982.03320430047030
. The Cindex is a standard measure in survival analysis that estimates how good the model is at ranking survival times by calculating the probability of correctly ranking the event time of cases taken two at a time. It can be seen as a generalization of the Area Under the Receiver Operating Characteristic Curve (AUROC) to regression problems and thus can handle rightcensored data
steck2008ranking . Let denote the survival time for individual and be the associated event, censored or uncensored. The are all the events in the dataset. Considering all possible pairs for , the Cindex is calculated by considering the number of pairs correctly ordered by the model divided by the total number of admissible pairs. For our particular case of right censoring, a pair is considered admissible if it can be ordered in a meaningful way. A pair cannot be ordered if the events are both rightcensored or if the earliest time in the pair is censored. A tied pair is counted as half correct in accordance with standard implementations of the Cindex. Finally, a Cindex equal to 1 indicates perfect prediction whereas a Cindex equal to 0.5 indicates a random prediction. Survival models typically yield a Cindex between 0.6 and 0.7.3 A deep learning survival model
In this section we describe our main contribution. As opposed to most previous methods that attempt to estimate the survival or hazard function, we construct a deep neural network model to directly compute the time of the event (here, graft failure). Our model attempts to predict the probability of being alive at time , for . The chosen modeling task is related to the problem of ordinal regression, with the exception that we have to take into account censored events.
3.1 Model
The proposed model takes as input the different continuous and discrete features characterizing a patient and, in the case of the main dataset of our paper, a donorrecipient couple. The secondtolast layer consists of a single unit with linear activation. The value outputted, denoted in what follows is used to estimate the hazard function and can be considered a score indicative of the time of graft failure, and thus compare two patients. This allows us to compute the first loss, the Cox partial loglikelihood. The final layer has units, where is the number of time units (in our case, years or months) considered in the study. The output is denoted in what follows. We use sigmoid activations for the units of the final layer. The output value at index corresponds to the probability of not experiencing graft failure at time (in our case at the th year). The second loss penalizes wrongly predicted times in a manner consistent with losses used in isotonic regression. The model is shown in a simplified form (removing some layers for clarity) in Figure 1. The two cases (censored and noncensored) are shown in the figure, which illustrates that when some right part of the history is missing, no loss and no gradient is computed for those output units.
3.2 Handling ties and censored data
The cost function we used is specifically adapted to the presence of ties and the censored nature of the dataset. It combines two losses. The first one is Cox’s partial likelihood using Efron’s approximation to handle ties efron1977efficiency . Let be the observed time (either censoring or event time) of subject . is if corresponds to an actual (noncensored) event, and if the event is censored. The loss is defined as follows:
(1) 
where denote the unique times, the set of indices such that and and . Note that in the case of the Cox model, .
The second loss is adapted from the proposal of Menon et al. menon2012predicting of combining a ranking loss with an isotonic regression. It is modified to take into account censored data. It is defined as
(2) 
where selects acceptable pairs, that is: not censored, and at time of ’s event, is not censored; is some convex loss function, here the distance and is the nonlinear scoring function of the deep learning model.
3.3 Evaluation procedure
We first split the dataset into training (80%) and test (20%) sets in which the percentage of uncensored patients, and the proportion of events occurring per timestep is preserved. We performed hyperparameter selection and early stopping on a subset of the training set (validation set corresponding to 20% of the total dataset and having the same proportion of uncensored patients and events occurring per timestep).
As performance scores we used two measures: the Cindex and the AUROC. Moreover, the Cindex metric is the most common evaluation metric in the literature and as we said is a generalization of the AUROC to regression problems in the case of rightcensored data. This has the advantage of allowing us to compare our method with other commonly used algorithms that do not necessarily output a meaningful predicted survival time, as is the case for the Cox proportional hazards model. Indeed, these two metrics can be seen as an evaluation of the pairwise ranking performance being the probability that a randomly drown superior/positive time example has a higher score than a randomly drawn inferior/negative example.
For the AUROC curve we slightly modify the original version in order to take into account the fact that the data are rightcensored, namely
where is an acceptable pair, that is: is not censored, and at time event occurs, is not censored.
4 Experiments
4.1 Dataset
This study used data from the Scientific Registry of Transplant Recipients (SRTR). The SRTR data system includes data on all donor, waitlisted candidates, and transplant recipients in the US, submitted by the members of the Organ Procurement and Transplantation Network (OPTN). The Health Resources and Services Administration (HRSA), U.S. Department of Health and Human Services provides oversight to the activities of the OPTN and SRTR contractors. The dataset we used includes 131,709 deceased donor transplants between January 1, 2000 and December 31, 2014. Recipients aged less than 18 years old and simultaneous multiorgan transplant recipients were excluded. The outcome of interest was graft failure, defined as return to dialysis, retransplant, or death. 86104 patients (around 65%) were censored. We used all available clinical and biological features characterizing the donorrecipient couple and transplant factors features potentially associated with graft failure rates, removing those that had more than 20 percent of missing values,
4.2 Preprocessing
We completed missing values by replacing values for each feature by the median value for continuous features, and by the most common occurrence for categorical features. We chose to use this method because the number of missing values was very low (around 5 percent on average and up to 20 percent). We used a onehot encoding for categorical features, and unit scaling for continuous features. This resulted in a total of 436 features, all between
and .4.3 Hyperparameters and training
We used the Adam optimizer kingma2014adam with a learning rate of , and a batch size of
. We used dropout, batchnormalization,
andregularization and gradient clipping during training. The dropout rate for the different layers was optimized along with the other hyperparameters.
Hyperparameters were chosen through random search. The batch size had a large impact on the partial loglikelihood part of the loss, which is to be expected as it is a function of all pairwise combinations of elements in the batch, and therefore gains a lot of information from additional examples in the batch.
4.4 Survival rate prediction
We first aimed at evaluating the ranking of the patients in general using the Cindex. We obtained a Cindex of 0.655 which is higher than the Cindex state of the art we obtained with the traditional Cox model using Efron’s method for the loss on this dataset 0.65. Table 1 summarizes the results.
Datasets  Cox Efron’s  MLP Efron’s  MLP rank  MLP Efron’s + rank 

SRTR  0. 6504  0.6535  0.6302  0.6550 
An important point is that our algorithm allows us to use the features without applying any preprocessing lecun2015deep . Indeed, deep learning models are usually able to detect highly nonlinear effects of features which is not the case with the cox model. For example, in the paper used as reference for the SRTR dataset, researchers required extensive effort and domain expertise to design features that are suitable for the Cox model rao2009comprehensive . Moreover, the results we obtain show that learning on multiple objectives improves generalization on our specific task.
We also aimed to evaluate the predicted survival probabilities at different time thresholds. We focused on AUROC at each time threshold.
The models we trained had a certain tradeoff between optimizing the two losses. As a result, achieving state of the art Cindex came at the cost of slightly reduced ability to predict survival distributions per year. We focused on a choice of hyperparameters that slightly favored the latter in the plots that follow.
AUROC allows us to measure the quality of the prediction at each time step. Figure 2 (Right) shows the AUROC on the predicted probabilities for each observed year in the dataset. Our model performs worse predictions on the years close to the graft than on those that are distant. This can be explained by the fact that few patients die shortly after the transplant. It may be worthwhile to do data augmentation to increase the number of events close to the graft. However, this is difficult due to the high sparsity of the input matrix.
4.5 Visualization
4.6 Survival rate prediction
The KaplanMeier (KM) survival curve, shown in Figure 2 (Left) is a plot of the estimated survival probability against time kaplan1958j . In the KM curve the survival probability is estimated as a step function where the value at time is calculated as follows: with , the number of events at and the number of patients alive just before .
4.7 Determining the influence of features
As information on the role and importance of features is both important to clinicians, and hard to determine from a trained neural network, we performed a separate analysis on those points. One way to do so is to plot different survival curves for different strata of a given feature. Figure 3 shows the mean survival curve obtained for different slices of donor age. According to the plot, we can deduce that the age of the donor seems to influence nonlinearly the graft survival prediction. In particular, donors aged less than 21 will lead to a significantly higher survival rate.
4.8 Variable importance (VIMP)
As has been done previously for random forests ishwaran2007variable , we defined the VIMP for a given feature as the difference between the prediction error for the original input matrix and the prediction error for the input matrix obtained by introducing noise to assignments of . The continuous features were modified by adding noise drawn from , where
is the standard deviation of
and is a small constant, taken to be in our case.For discrete features we flipped the features using the transformation: where
is drawn from a Bernoulli distribution. A high VIMP indicates a feature that has a strong effect on the survival.
4.9 Evaluation on other datasets
Finally, we assess all the comparative experiments on six other reallife datasets. As we can see in Table 2, these datasets have different characteristics in terms of censored percentage, tied percentage, dimension (i.e., number of instances and number of features) and presence of missing values. These datasets are available on the Rdatasets github repository^{1}^{1}1https://vincentarelbundock.github.io/Rdatasets/datasets.html accompanied with a complete description. Our method outperforms other models on most, but not all datasets. The results are summarized in Table 3. For each dataset, the best Cindex value is in bold.
Datasets  Nb. () cens.  Nb. unique t ()  Nb. inst.  Nb. feat.  Missing val. 

aids2  1082 (38.1)  1013 (35.6)  2843  12  no 
colon death  477 (51.3)  780 (84.0)  929  37  yes 
colon recurrence  461 (49.6)  749 (80.6)  929  37  yes 
flchain  5705 (72.5)  2977 (37.8)  7874  23  yes 
mgus 2 tgt2  421 (30.4)  272 (19.7)  1384  5  yes 
nwtco  3457 (85.8)  2767 (68.7)  4028  9  no 
Datasets  Cox Efron’s  MLP Efron’s  MLP Efron’s + rank 

aids2  0.5458  0.5495  0.5525 
colon death  0.5024  0.5041  0.5603 
colon recurrence  0.5456  0.6168  0.6170 
flchain  0.7949  0.7974  0.8009 
mgus2 tgt2  0.6824  0.6884  0.6943 
nwtco  0.7208  0.7092  0.7136 
5 Discussion and conclusion
In conclusion, our method outperforms previous stateoftheart methods in terms of the commonly used Cindex metric. Moreover, it gives important clues about the survival prediction for different time thresholds. This shows the advantages of directly modeling the survival function.
6 Note
"The data reported here have been supplied by the Minneapolis Medical Research Foundation (MMRF) as the contractor for the Scientific Registry of Transplant Recipients (SRTR). The interpretation and reporting of these data are the responsibility of the author(s) and in no way should be seen as an official policy of or interpretation by the SRTR or the U.S. Government."
7 Acknowledgments
Special thanks to Adriana Romero for useful discussions.
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