An empirical comparison between gradient boosting methods and cox’s proportional hazards model for right-censored survival data

Abstract

Gradient boosting methods become popular in recent years to analyze right-censored survival data where Cox’s proportional hazards model is the widely used statistical model. However, there are very limited studies on the differences between the two approaches for right-censored survival data. We compare two boosting methods with Cox’s proportional hazards model in this paper: one is the gradient boosting decision tree and the other is gradient boosting with component-wise linear models. The differences between the two boosting methods are presented. A simulation study is conducted to investigate the performance of the three methods in practice where only the main effects of covariates are included. The results show that the boosting methods outperform Cox’s proportional hazards model in both the relative and absolute risk estimation in the proportional hazards model except when Cox’s proportional hazards model is fully specified with nonlinear and interaction covariates effects. It indicates that the boosting methods, particularly the gradient boosting decision tree, is a very competitive method for right-censored survival data if complicated covariate effects may exist but are unknown to the investigator. We illustrate an application of the boosting methods with real data analysis.