On the use of multi-objective evolutionary algorithms for survival analysis

This paper proposes and evaluates a multi-objective evolutionary algorithm for survival analysis. One aim of survival analysis is the extraction of models from data that approximate lifetime/failure time distributions. These models can be used to estimate the time that an event takes to happen to an object. To use of multi-objective evolutionary algorithms for survival analysis has several advantages. They can cope with feature interactions, noisy data, and are capable of optimising several objectives. This is important, as model extraction is a multi-objective problem. It has at least two objectives, which are the extraction of accurate and simple models. Accurate models are required to achieve good predictions. Simple models are important to prevent overfitting, improve the transparency of the models, and to save computational resources. Although there is a plethora of evolutionary approaches to extract models for classification and regression, the presented approach is one of the first applied to survival analysis. The approach is evaluated on several artificial datasets and one medical dataset. It is shown that the approach is capable of producing accurate models, even for problems that violate some of the assumptions made by classical approaches.