Interval censored recursive forests

Abstract

We propose the interval censored recursive forests (ICRF) which is an iterative tree ensemble method for interval censored survival data. This nonparametric regression estimator makes the best use of censored information by iteratively updating the survival estimate, and can be viewed as a self-consistent estimator with convergence monitored using out-of-bag samples. Splitting rules optimized for interval censored data are developed and kernel-smoothing is applied. The ICRF displays the highest prediction accuracy among competing nonparametric methods in most of the simulations and in an applied example to avalanche data. An R package icrf is available for implementation.