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Code for ICML 2019 paper "Nearest Neighbor and Kernel Survival Analysis: Nonasymptotic Error Bounds and Strong Consistency Rates"

Author: George H. Chen (georgechen [at symbol] cmu.edu)

Paper: arXiv

Code requirements:

  • Anaconda Python 3.6
  • Additional packages: joblib, lifelines
  • cython compilation is required:
python setup_random_survival_forest_cython.py build_ext --inplace

The main code implementing all the different nonparametric survival methods from the paper is in npsurvival_models.py. Cython helper code for random survival forests is in random_survival_forest_cython.pyx. There are two main utility files: survival_datasets.py deals with loading datasets (the "pbc" dataset is loaded from the statsmodels Python package; the "gbsg2" and "recid" datasets are loaded from the "data/"), and util.py has some helper calculation functions. Note: the "kidney" dataset is not public so I have removed it from this distribution. These Python files just mentioned should not be directly run. Instead the files that should be run are the demo_*.py files (e.g., python demo_rsfann.py config_tiny.ini, which saves results to the directory output_tiny); in particular, to generate all the experimental results for the "pbc", "gbsg2" and "recid" datasets (and save their results to csv files in the directory output), run ./demo.sh (warning: this takes a while to run).

After running demo.sh, a simple way to display all the tabulated outputs is to run python table_aggregator.py config.ini. To produce the plots (excluding the "kidney" dataset) in the main part of the paper (i.e., not the extended results), run python table_aggregator_plot_short.py config.ini. To produce the plots in the appendix (the extended results, excluding the "kidney" dataset), run python table_aggregator_plot.py config.ini. Note that these display/plot scripts require the auxiliary text files survival_estimator_names.txt and survival_estimator_names_short.txt.

Important: If you do not want to re-run all the methods but still want to produce plots (excluding for the "kidney" dataset), I have included precomputed csv tables in the folder precomputed. Please move the csv files in this folder to be in the output directory (as specified in the configuration file used; by default if using the provided config.ini file, the output directory is output) and run the plotting code to regenenerate plots.

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