On Ranking in Survival Analysis: Bounds on the Concordance Index
Abstract
In this paper, we show that classical survival analysis involving censored data can naturally be cast as a ranking problem. The concordance index (CI), which quantifies the quality of rankings, is the standard performance measure for model \emph{assessment} in survival analysis. In contrast, the standard approach to \emph{learning} the popular proportional hazard (PH) model is based on Cox's partial likelihood. In this paper we devise two bounds on CI--one of which emerges directly from the properties of PH models--and optimize them \emph{directly}. Our experimental results suggest that both methods perform about equally well, with our new approach giving slightly better results than the Cox's method. We also explain why a method designed to maximize the Cox's partial likelihood also ends up (approximately) maximizing the CI.