Neural Conditional Event Time Models
- URL: http://arxiv.org/abs/2004.01376v1
- Date: Fri, 3 Apr 2020 05:08:13 GMT
- Title: Neural Conditional Event Time Models
- Authors: Matthew Engelhard, Samuel Berchuck, Joshua D'Arcy, Ricardo Henao
- Abstract summary: Event time models predict occurrence times of an event of interest based on known features.
We develop a conditional event time model that distinguishes between a) the probability of event occurrence, and b) the predicted time of occurrence.
Results demonstrate superior event occurrence and event time predictions on synthetic data, medical events (MIMIC-III), and social media posts.
- Score: 11.920908437656413
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Event time models predict occurrence times of an event of interest based on
known features. Recent work has demonstrated that neural networks achieve
state-of-the-art event time predictions in a variety of settings. However,
standard event time models suppose that the event occurs, eventually, in all
cases. Consequently, no distinction is made between a) the probability of event
occurrence, and b) the predicted time of occurrence. This distinction is
critical when predicting medical diagnoses, equipment defects, social media
posts, and other events that or may not occur, and for which the features
affecting a) may be different from those affecting b). In this work, we develop
a conditional event time model that distinguishes between these components,
implement it as a neural network with a binary stochastic layer representing
finite event occurrence, and show how it may be learned from right-censored
event times via maximum likelihood estimation. Results demonstrate superior
event occurrence and event time predictions on synthetic data, medical events
(MIMIC-III), and social media posts (Reddit), comprising 21 total prediction
tasks.
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