A nice approach in Survival Analysis especially when we deal with several different covariates that interact with themselves with very different hazards acting over in the event along the time.
Abstract. Survival analysis in the presence of multiple possible adverse events, i.e., competing risks, is a pervasive problem in many industries (healthcare, finance, etc.). Since only one event is typically observed, the incidence of an event of interest is often obscured by other related competing events. This nonidentifiability, or inability to estimate true cause-specific survival curves from empirical data, further complicates competing risk survival analysis. We introduce Siamese Survival Prognosis Network (SSPN), a novel deep learning architecture for estimating personalized risk scores in the presence of competing risks. SSPN circumvents the nonidentifiability problem by avoiding the estimation of cause-specific survival curves and instead determines pairwise concordant time-dependent risks, where longer event times are assigned lower risks. Furthermore, SSPN is able to directly optimize an approximation to the C-discrimination index, rather than relying on well-known metrics which are unable to capture the unique requirements of survival analysis with competing risks.
Conclusion: Competing risks settings are pervasive in healthcare. They are encountered in cardiovascular diseases, in cancer, and in the geriatric population suffering from multiple diseases. To solve the challenging problem of learning the model parameters from time-to-event data while handling right censoring, we have developed a novel deep learning architecture for estimating personalized risk scores in the presence of competing risks based on the well-known Siamese network architecture. Our method is able to capture complex non-linear representations missed by classical machine learning and statistical models. Experimental results show that our method is able to outperform existing competing risk methods by successfully learning representations which flexibly describe non-proportional hazard rates with complex interactions between covariates and survival times that are common in many diseases with heterogeneous phenotypes.