Conformal survival predictions at a user-controlled time point : The introduction of time point specialized Conformal Random Survival Forests

Sammanfattning: The goal of this research is to expand the field of conformal predictions using Random Survival Forests. The standard Conformal Random Survival Forest can predict with a fixed certainty whether something will survive up until a certain time point. This research is the first to show that there is little practical use in the standard Conformal Random Survival Forest algorithm. It turns out that the confidence guarantees of the conformal prediction framework are violated if the Standard algorithm makes predictions for a user-controlled fixed time point. To solve this challenge, this thesis proposes two algorithms that specialize in conformal predictions for a fixed point in time: a Fixed Time algorithm and a Hybrid algorithm. Both algorithms transform the survival data that is used by the split evaluation metric in the Random Survival Forest algorithm. The algorithms are evaluated and compared along six different set prediction evaluation criteria. The prediction performance of the Hybrid algorithm outperforms the prediction performance of the Fixed Time algorithm in most cases. Furthermore, the Hybrid algorithm is more stable than the Fixed Time algorithm when the predicting job extends to various time points. The hybrid Conformal Random Survival Forest should thus be considered by anyone who wants to make conformal survival predictions at usercontrolled time points.