Optimal survival trees ensemble

Recent studies have adopted an approach of selecting accurate and diverse trees based on individual or collective performance within an ensemble for classification and regression problems. This work follows in the wake of these investigations and considers the possibility of growing a forest of optimal survival trees. Initially, a large set of survival trees are grown using the method of random survival forest. The grown trees are then ranked from smallest to highest value of their prediction error using out-of-bag observations for each respective survival tree. The top ranked survival trees are then assessed for their collective performance as an ensemble. This ensemble is initiated with the survival tree which stands first in rank, then further trees are tested one by one by adding them to the ensemble in order of rank. A survival tree is selected for the resultant ensemble if the performance improves after an assessment using independent training data. This ensemble is called an optimal trees ensemble (OSTE). The proposed method is assessed using 17 benchmark datasets and the results are compared with those of random survival forest, conditional inference forest, bagging and a non tree based method, the Cox proportional hazard model. In addition to improve predictive performance, the proposed method reduces the number of survival trees in the ensemble as compared to the other tree based methods. The method is implemented in an R package called "OSTE".