Random survival forests for high-dimensional data

Hemant Ishwaran, Udaya B. Kogalur, Xi Chen, Andy J. Minn

Research output: Contribution to journalArticle

56 Scopus citations

Abstract

Minimal depth is a dimensionless order statistic that measures the predictiveness of a variable in a survival tree. It can be used to select variables in high-dimensional problems using Random Survival Forests (RSF), a new extension of Breiman's Random Forests (RF) to survival settings. We review this methodology and demonstrate its use in high-dimensional survival problems using a public domain R-language package randomSurvivalForest. We discuss effective ways to regularize forests and discuss how to properly tune the RF parameters 'nodesize' and 'mtry'. We also introduce new graphical ways of using minimal depth for exploring variable relationships.

Original languageEnglish (US)
Pages (from-to)115-132
Number of pages18
JournalStatistical Analysis and Data Mining
Volume4
Issue number1
DOIs
StatePublished - Feb 1 2011
Externally publishedYes

Keywords

  • Forests
  • Maximal subtree
  • Minimal depth
  • Trees
  • Variable selection
  • VIMP

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Analysis

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