Random Survival Forests
Hemant Ishwaran, Min Lü · Wiley StatsRef: Statistics Reference Online · 2019
Abstract 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.