Abstract:Electronic Health Record (EHR) systems provide critical, rich and valuable information at high frequency. One of the most exciting applications of EHR data is in developing a real-time mortality warning system with tools from survival analysis. However, most of the survival analysis methods used recently are based on (semi)parametric models using static covariates. These models do not take advantage of the information conveyed by the time-varying EHR data. In this work, we present an application of a highly scalable survival analysis method, BoXHED 2.0 to develop a real-time in-ICU mortality warning indicator based on the MIMIC IV data set. Importantly, BoXHED can incorporate time-dependent covariates in a fully nonparametric manner and is backed by theory. Our in-ICU mortality model achieves an AUC-PRC of 0.41 and AUC-ROC of 0.83 out of sample, demonstrating the benefit of real-time monitoring.
Abstract:Modern applications of survival analysis increasingly involve time-dependent covariates, which constitute a form of functional data. Learning from functional data generally involves repeated evaluations of time integrals which is numerically expensive. In this work we propose a lightweight data preprocessing step that transforms functional data into nonfunctional data. Boosting implementations for nonfunctional data can then be used, whereby the required numerical integration comes for free as part of the training phase. We use this to develop BoXHED 2.0, a quantum leap over the tree-boosted hazard package BoXHED 1.0. BoXHED 2.0 extends BoXHED 1.0 to Aalen's multiplicative intensity model, which covers censoring schemes far beyond right-censoring and also supports recurrent events data. It is also massively scalable because of preprocessing and also because it borrows from the core components of XGBoost. BoXHED 2.0 supports the use of GPUs and multicore CPUs, and is available from GitHub: www.github.com/BoXHED.
Abstract:The proliferation of medical monitoring devices makes it possible to track health vitals at high frequency, enabling the development of dynamic health risk scores that change with the underlying readings. Survival analysis, in particular hazard estimation, is well-suited to analyzing this stream of data to predict disease onset as a function of the time-varying vitals. This paper introduces the software package BoXHED (pronounced 'box-head') for nonparametrically estimating hazard functions via gradient boosting. BoXHED 1.0 is a novel tree-based implementation of the generic estimator proposed in Lee, Chen, Ishwaran (2017), which was designed for handling time-dependent covariates in a fully nonparametric manner. BoXHED is also the first publicly available software implementation for Lee, Chen, Ishwaran (2017). Applying BoXHED to cardiovascular disease onset data from the Framingham Heart Study reveals novel interaction effects among known risk factors, potentially resolving an open question in clinical literature.