Data Services, ForvisMazars, Courbevoie, France
Abstract:The interpretation of the results of survival analysis often benefits from latent factor representations of baseline covariates. However, existing methods, such as Nonnegative Matrix Factorization (NMF), do not incorporate survival information, limiting their predictive power. We present CoxNTF, a novel approach that uses non-negative tensor factorization (NTF) to derive meaningful latent representations that are closely associated with survival outcomes. CoxNTF constructs a weighted covariate tensor in which survival probabilities derived from the Coxnet model are used to guide the tensorization process. Our results show that CoxNTF achieves survival prediction performance comparable to using Coxnet with the original covariates, while providing a structured and interpretable clustering framework. In addition, the new approach effectively handles feature redundancy, making it a powerful tool for joint clustering and prediction in survival analysis.
Abstract:Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination of these profiles. The non-negativity constraint is imposed while estimating archetypal profiles, due to the non-negative nature of the observed signal. Apart from non negativity, a volume constraint can be applied on the Score matrix W to enhance the ability of learning parts of NMF. In this report, we describe a very simple algorithm, which in effect achieves volume minimization, although indirectly.