Assessing variable importance in survival analysis using machine learning

TL;DR

This paper introduces a flexible, efficient, and robust method for assessing the importance of variables in survival analysis models, addressing the challenge of right-censored data and providing valid inference.

Contribution

It proposes a broad class of algorithm-agnostic importance measures with a nonparametric estimation procedure that is double-robust and suitable for survival data.

Findings

Method performs well in simulations

Provides valid inference for variable importance

Applied to HIV vaccine trial data

Abstract

Given a collection of features available for inclusion in a predictive model, it may be of interest to quantify the relative importance of a subset of features for the prediction task at hand. For example, in HIV vaccine trials, participant baseline characteristics are used to predict the probability of HIV acquisition over the intended follow-up period, and investigators may wish to understand how much certain types of predictors, such as behavioral factors, contribute toward overall predictiveness. Time-to-event outcomes such as time to HIV acquisition are often subject to right censoring, and existing methods for assessing variable importance are typically not intended to be used in this setting. We describe a broad class of algorithm-agnostic variable importance measures for prediction in the context of survival data. We propose a nonparametric efficient estimation procedure that incorporates flexible learning of nuisance parameters, yields asymptotically valid inference, and enjoys double-robustness. We assess the performance of our proposed procedure via numerical simulations and analyze data from the HVTN 702 vaccine trial to inform enrollment strategies for future HIV vaccine trials.