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Random Survival Forests
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Random Survival Forests

Hemant Ishwaran and Min Lu
Wiley StatsRef: Statistics Reference Online, pp.1-13
John Wiley & Sons, Ltd
2014-04-14

Abstract

Life‐testing, Reliability and Survival Analysis Methods and Theory
Random survival forests (RSF) is a flexible nonparametric tree‐ensemble method for the analysis of right‐censored survival data. In this article, we provide a short overview of RSF. We review survival splitting rules for growing random survival trees, in‐bag and out‐of‐bag (OOB) ensemble estimators, prediction performance, variable importance, and partial plots. We also briefly describe the extension of RSF to competing risks.

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