The Concordance Index decomposition: A measure for a deeper understanding of survival prediction models.

Journal: Artificial intelligence in medicine
Published Date:

Abstract

The Concordance Index (C-index) is a commonly used metric in Survival Analysis for evaluating the performance of a prediction model. In this paper, we propose a decomposition of the C-index into a weighted harmonic mean of two quantities: one for ranking observed events versus other observed events, and the other for ranking observed events versus censored cases. This decomposition enables a finer-grained analysis of the relative strengths and weaknesses between different survival prediction methods. The usefulness of this decomposition is demonstrated through benchmark comparisons against classical models and state-of-the-art methods, together with the new variational generative neural-network-based method (SurVED) proposed in this paper. The performance of the models is assessed using four publicly available datasets with varying levels of censoring. Using the C-index decomposition and synthetic censoring, the analysis shows that deep learning models utilize the observed events more effectively than other models. This allows them to keep a stable C-index in different censoring levels. In contrast to such deep learning methods, classical machine learning models deteriorate when the censoring level decreases due to their inability to improve on ranking the events versus other events.

Authors

  • Abdallah Alabdallah
    Center for Applied Intelligent Systems Research (CAISR), Halmstad University, Sweden. Electronic address: abdallah.alabdallah@hh.se.
  • Mattias Ohlsson
    Department of Astronomy and Theoretical Physics, Lund University, Lund, Sweden.
  • Sepideh Pashami
    Center for Applied Intelligent Systems Research (CAISR), Halmstad University, Sweden.
  • Thorsteinn Rögnvaldsson
    Center for Applied Intelligent Systems, Halmstad University, Kristian IV:s väg 3, 301 18 Halmstad, Sweden.