Flexible Deep Neural Networks for Partially Linear Survival Data: Estimation and Survival Inference

TL;DR

This paper introduces FLEXI-Haz, a flexible deep neural network framework for survival analysis that combines interpretability with complex modeling, providing theoretical guarantees and practical inference tools.

Contribution

The paper presents a novel DNN-based survival model with a partially linear structure, avoiding proportional hazards assumptions and offering asymptotic inference for survival functions.

Findings

Neural network component achieves minimax-optimal convergence rates.

Linear estimator is sqrt-n-consistent, asymptotically normal, and efficient.

Develops a cross-fitted one-step estimator with confidence intervals.

Abstract

We propose a flexible deep neural network (DNN) framework for modeling survival data within a partially linear regression structure. The approach preserves interpretability through a parametric linear component for covariates of primary interest, while a nonparametric DNN component captures complex time-covariate interactions among nuisance variables. We refer to the method as FLEXI-Haz, a FLEXIble Hazard model with a partially linear structure. In contrast to existing DNN approaches for partially linear Cox models, FLEXI-Haz does not rely on the proportional hazards assumption. We establish theoretical guarantees: the neural network component attains minimax-optimal convergence rates over composite H\"older classes, the linear estimator is sqrt-n-consistent, asymptotically normal, and semiparametrically efficient, and we develop a cross-fitted one-step estimator of the cumulative hazard and survival function for a new subject, together with pointwise asymptotic confidence intervals. To the best of our knowledge, this is the first frequentist asymptotic pointwise inference result for a survival function in a DNN survival model, with or without a linear component. Simulations and real-data analyses demonstrate the utility of FLEXI-Haz as a principled and interpretable alternative to methods based on proportional hazards.