Computing the Hazard Ratios Associated With Explanatory Variables Using Machine Learning Models of Survival Data.
Journal:
JCO clinical cancer informatics
Published Date:
Mar 1, 2021
Abstract
PURPOSE: The application of Cox proportional hazards (CoxPH) models to survival data and the derivation of hazard ratio (HR) are well established. Although nonlinear, tree-based machine learning (ML) models have been developed and applied to the survival analysis, no methodology exists for computing HRs associated with explanatory variables from such models. We describe a novel way to compute HRs from tree-based ML models using the SHapley Additive exPlanation values, which is a locally accurate and consistent methodology to quantify explanatory variables' contribution to predictions.