A random forest-based approach for survival curves comparing: principles, computational aspects and asymptotic time complexity analysis

The log-rank test and Cox’s proportional hazard model can be used to compare survival curves but are limited by strict statistical assumptions. In this study, we introduce a novel, assumption-free method based on a random forest algorithm able to compare two or more survival curves. A proportion of the random forest’s trees with sufficient complexity is close to the test’s p-value estimate. The pruning of trees in the model modifies trees’ complexity and, thus, both the method’s robustness and statistical power. The discussed results are confirmed using a simulation study, varying the survival curves and the tree pruning level.

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1. This paper is supported by the grant OP VVV IGA/A, CZ.02.2.69/0.0/0.0/19_073/0016936 with no. 18/2021, which has been provided by the Internal Grant Agency of the Prague University of Economics and Business.

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2. Track 2: Computer Science and Systems

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3. Session: 14th Workshop on Computer Aspects of Numerical Algorithms