Abstract
Ensemble methods have been successfully applied in a wide range of scenarios,
including survival analysis. However, most ensemble models for survival
analysis consist of models that all optimize the same loss function and do
not fully utilize the diversity in available models. We propose heterogeneous
survival ensembles that combine several survival models, each optimizing a
different loss during training. We evaluated our proposed technique in the
context of the Prostate Cancer DREAM Challenge, where the objective was to
predict survival of patients with metastatic, castrate-resistant prostate
cancer from patient records of four phase III clinical trials. Results
demonstrate that a diverse set of survival models were preferred over a
single model and that our heterogeneous ensemble of survival models
outperformed all competing methods with respect to predicting the exact time
of death in the Prostate Cancer DREAM Challenge.