SurvUnc: A Meta-Model Based Uncertainty Quantification Framework for Survival Analysis

TL;DR

SurvUnc is a versatile meta-model framework that provides reliable uncertainty quantification for any survival model, improving interpretability and trustworthiness in critical applications like healthcare.

Contribution

It introduces an anchor-based learning strategy for post-hoc uncertainty estimation that is model-agnostic and compatible with existing survival models.

Findings

SurvUnc outperforms baselines in uncertainty estimation tasks.

It improves interpretability and reliability of survival predictions.

Demonstrated effectiveness across multiple datasets and models.

Abstract

Survival analysis, which estimates the probability of event occurrence over time from censored data, is fundamental in numerous real-world applications, particularly in high-stakes domains such as healthcare and risk assessment. Despite advances in numerous survival models, quantifying the uncertainty of predictions from these models remains underexplored and challenging. The lack of reliable uncertainty quantification limits the interpretability and trustworthiness of survival models, hindering their adoption in clinical decision-making and other sensitive applications. To bridge this gap, in this work, we introduce SurvUnc, a novel meta-model based framework for post-hoc uncertainty quantification for survival models. SurvUnc introduces an anchor-based learning strategy that integrates concordance knowledge into meta-model optimization, leveraging pairwise ranking performance to estimate uncertainty effectively. Notably, our framework is model-agnostic, ensuring compatibility with any survival model without requiring modifications to its architecture or access to its internal parameters. Especially, we design a comprehensive evaluation pipeline tailored to this critical yet overlooked problem. Through extensive experiments on four publicly available benchmarking datasets and five representative survival models, we demonstrate the superiority of SurvUnc across multiple evaluation scenarios, including selective prediction, misprediction detection, and out-of-domain detection. Our results highlight the effectiveness of SurvUnc in enhancing model interpretability and reliability, paving the way for more trustworthy survival predictions in real-world applications.