Integrated Brier Score based Survival Cobra -- A regression based approach

TL;DR

This paper introduces a novel ensemble method for survival analysis that leverages the Integrated Brier Score to improve conditional survival function predictions, accommodating right-censored data.

Contribution

It proposes a new weighted ensemble predictor based on the Integrated Brier Score and explores different norms for proximity, extending COBRA to survival data.

Findings

Effective in handling right-censored data

Improves survival prediction accuracy

Demonstrated on real-life datasets

Abstract

Recently Goswami et al. \cite{goswami2022concordance} introduced two novel implementations of combined regression strategy to find the conditional survival function. The paper uses regression-based weak learners and provides an alternative version of the combined regression strategy (COBRA) ensemble using the Integrated Brier Score to predict conditional survival function. We create a novel predictor based on a weighted version of all machine predictions taking weights as a specific function of normalized Integrated Brier Score. We use two different norms (Frobenius and Sup norm) to extract the proximity points in the algorithm. Our implementations consider right-censored data too. We illustrate the proposed algorithms through some real-life data analysis.