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Prognostic models in survival analysis are aimed at understanding the relationship between patients covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These often rely on strong proportionality assumptions of the hazard that might be violated in practice. Moreover, they do not often include covariate information updated over time. We propose a new flexible method for survival prediction: DeepHazard, a neural network for time-varying risks. Our approach is tailored for a wide range of continuous hazards forms, with the only restriction of being additive in time. A flexible implementation, allowing different optimization methods, along with any norm penalty, is developed. Numerical examples illustrate that our approach outperforms existing state-of-the-art methodology in terms of predictive capability evaluated through the C-index metric. The same is revealed on the popular real datasets as METABRIC, GBSG, and ACTG.
We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We propose th
The Gaussian process bandit is a problem in which we want to find a maximizer of a black-box function with the minimum number of function evaluations. If the black-box function varies with time, then time-varying Bayesian optimization is a promising
Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated estimate of th
Encoding domain knowledge into the prior over the high-dimensional weight space of a neural network is challenging but essential in applications with limited data and weak signals. Two types of domain knowledge are commonly available in scientific ap
We propose SPARFA-Trace, a new machine learning-based framework for time-varying learning and content analytics for education applications. We develop a novel message passing-based, blind, approximate Kalman filter for sparse factor analysis (SPARFA)