Consistency of random survival forests

Hemant Ishwaran and Udaya B. Kogalur

Statistics & Probability Letters, 2010, vol. 80, issue 13-14, 1056-1064

Abstract: We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection of variables--that is, under true implementation of the methodology. Under this setting we show that the forest ensemble survival function converges uniformly to the true population survival function. To prove this result we make one key assumption regarding the feature space: we assume that all variables are factors. Doing so ensures that the feature space has finite cardinality and enables us to exploit counting process theory and the uniform consistency of the Kaplan-Meier survival function.

Keywords: Consistency; Ensemble; Factors; Kaplan-Meier; Random; forests (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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