John Zobolas

Raphael Sonabend, John Zobolas, Riccardo Be Bin et al.

Scoring rules promote rational and honest decision-making, which is important for model evaluation and becoming increasingly important for automated procedures such as `AutoML'. In this paper we survey common squared and logarithmic scoring rules for survival analysis, with a focus on their theoretical and empirical properness. We introduce a marginal definition of properness and show that both the Integrated Survival Brier Score (ISBS) and the Right-Censored Log-Likelihood (RCLL) are theoretically improper under this definition. We also investigate a new class of losses that may inform future survival scoring rules. Simulation experiments reveal that both the ISBS and RCLL behave as proper scoring rules in practice. The RCLL showed no violations across all settings, while ISBS exhibited only minor, negligible violations at extremely small sample sizes, suggesting one can trust results from historical experiments. As such we advocate for both the RCLL and ISBS in external validation of models, including in automated procedures. However, we note practical challenges in estimating these losses including estimation of censoring distributions and densities; as such further research is required to advance development of robust and honest evaluation in survival analysis.

John Zobolas, Anne-Marie George, Alberto López et al.

Prediction of patient survival using high-dimensional multi-omics data requires systematic feature selection methods that ensure predictive performance, sparsity, and reliability for prognostic biomarker discovery. We developed a hybrid ensemble feature selection (hEFS) approach that combines data subsampling with multiple prognostic models, integrating both embedded and wrapper-based strategies for survival prediction. Omics features are ranked using a voting-theory-inspired aggregation mechanism across models and subsamples, while the optimal number of features is selected via a Pareto front, balancing predictive accuracy and model sparsity without any user-defined thresholds. When applied to multi-omics datasets from three pancreatic cancer cohorts, hEFS identifies significantly fewer and more stable biomarkers compared to the conventional, late-fusion CoxLasso models, while maintaining comparable discrimination performance. Implemented within the open-source mlr3fselect R package, hEFS offers a robust, interpretable, and clinically valuable tool for prognostic modelling and biomarker discovery in high-dimensional survival settings.

Lukas Burk, John Zobolas, Bernd Bischl et al.

This work presents the first large-scale neutral benchmark experiment focused on single-event, right-censored, low-dimensional survival data. Benchmark experiments are essential in methodological research to scientifically compare new and existing model classes through proper empirical evaluation. Existing benchmarks in the survival literature are smaller in scale regarding the number of used datasets and extent of empirical evaluation. They often lack appropriate tuning or evaluation procedures, while other comparison studies focus on qualitative reviews rather than quantitative comparisons. This comprehensive study aims to fill the gap by neutrally evaluating a broad range of methods and providing generalizable guidelines for practitioners. We benchmark 19 models, ranging from classical statistical approaches to many common machine learning methods, on 34 publicly available datasets. The benchmark tunes models using both a discrimination measure (Harrell's C-index) and a scoring rule (Integrated Survival Brier Score), and evaluates them across six metrics covering discrimination, calibration, and overall predictive performance. Despite superior average ranks in overall predictive performance from individual learners like oblique random survival forests and likelihood-based boosting, and better discrimination rankings from multiple boosting- and tree-based methods as well as parametric survival models, no method significantly outperforms the commonly used Cox proportional hazards model for either tuning measure. We conclude that for predictive purposes in the standard survival analysis setting of low-dimensional, right-censored data, the Cox Proportional Hazards model remains a simple and robust method, sufficient for most practitioners. All code, data, and results are publicly available on GitHub https://github.com/slds-lmu/paper_2023_survival_benchmark

Johannes Piller, Léa Orsini, Simon Wiegrebe et al.

In this work, we discuss what we refer to as reduction techniques for survival analysis, that is, techniques that "reduce" a survival task to a more common regression or classification task, without ignoring the specifics of survival data. Such techniques particularly facilitate machine learning-based survival analysis, as they allow for applying standard tools from machine and deep learning to many survival tasks without requiring custom learners. We provide an overview of different reduction techniques and discuss their respective strengths and weaknesses. We also provide a principled implementation of some of these reductions, such that they are directly available within standard machine learning workflows. We illustrate each reduction using dedicated examples and perform a benchmark analysis that compares their predictive performance to established machine learning methods for survival analysis.