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. Author manuscript; available in PMC: 2017 Aug 1.
Published in final edited form as: J Mach Learn Res. 2016 Aug 1;17:167.

Table 2.

Comparison of four support vector learning methods for right censored data using a linear kernel, with censoring times following the Cox proportional hazards model

Censoring # of Noises Method n = 100
n = 200
CORRa RMSEb(SDc) Ratiod CORR RMSE (SD) Ratio
40% 0 Modified SVR 0.59 5.15 (0.59) 1.11 0.62 5.09 (0.54) 1.12
IPCW-KMe 0.53 5.16 (0.42) 1.11 0.55 5.08 (0.31) 1.12
IPCW-Coxf 0.52 5.31 (0.57) 1.14 0.56 5.09 (0.46) 1.12
SVHM 0.61g 4.66 (0.25) 1.00 0.63 4.53 (0.16) 1.00
5 Modified SVR 0.56 5.28 (0.51) 1.08 0.61 5.09 (0.50) 1.12
IPCW-KM 0.46 5.58 (0.42) 1.14 0.52 5.27 (0.34) 1.13
IPCW-Cox 0.44 5.73 (0.52) 1.17 0.51 5.41 (0.51) 1.16
SVHM 0.58 4.89 (0.29) 1.00 0.62 4.65 (0.18) 1.00
15 Modified SVR 0.47 5.43 (0.40) 1.04 0.55 5.14 (0.38) 1.06
IPCW-KM 0.36 5.79 (0.34) 1.11 0.44 5.49 (0.30) 1.13
IPCW-Cox 0.34 6.00 (0.40) 1.15 0.42 5.70 (0.43) 1.18
SVHM 0.49 5.21 (0.33) 1.00 0.57 4.84 (0.20) 1.00
95h Modified SVR 0.21 6.43 (0.92) 1.04 0.33 6.03 (0.54) 1.04
IPCW-KM 0.17 6.16 (0.21) 1.00 0.24 6.06 (0.18) 1.05
IPCW-Cox 0.16 6.32 (0.23) 1.02 0.22 6.21 (0.22) 1.07
SVHM 0.23 6.18 (0.40) 1.00 0.34 5.78 (0.24) 1.00
60% 0 Modified SVR 0.56 5.43 (0.56) 1.08 0.59 5.43 (0.47) 1.12
IPCW-KM 0.44 5.68 (0.43) 1.13 0.46 5.62 (0.33) 1.16
IPCW-Cox 0.42 5.83 (0.56) 1.16 0.47 5.67 (0.48) 1.17
SVHM 0.57 5.01 (0.37) 1.00 0.60 4.85 (0.25) 1.00
5 Modified SVR 0.50 5.61 (0.48) 1.07 0.57 5.40 (0.46) 1.09
IPCW-KM 0.36 6.02 (0.38) 1.15 0.43 5.79 (0.35) 1.17
IPCW-Cox 0.34 6.25 (0.44) 1.20 0.41 5.96 (0.47) 1.20
SVHM 0.53 5.23 (0.37) 1.00 0.59 4.96 (0.27) 1.00
15 Modified SVR 0.40 5.77 (0.42) 1.05 0.50 5.44 (0.38) 1.06
IPCW-KM 0.27 6.07 (0.31) 1.10 0.35 5.94 (0.26) 1.16
IPCW-Cox 0.25 6.39 (0.40) 1.16 0.32 6.16 (0.33) 1.20
SVHM 0.42 5.51 (0.40) 1.00 0.52 5.13 (0.29) 1.00
95 Modified SVR 0.18 6.47 (0.87) 1.05 0.27 6.31 (0.80) 1.05
IPCW-KM 0.12 6.22 (0.29) 1.01 0.18 6.19 (0.21) 1.03
IPCW-Cox 0.12 6.54 (0.26) 1.07 0.16 6.50 (0.23) 1.08
SVHM 0.20 6.14 (0.38) 1.00 0.28 6.00 (0.35) 1.00
a

CORR, average value of correlations.

b

RMSE, average value of root mean square errors.

c

Empirical standard deviation of the RMSE across 500 repetitions

d

Ratio, ratio of average root mean square errors between the method used and our method.

e

IPCW-KM, IPCW using the Kaplan-Meier estimator for the censoring distribution.

f

IPCW-Cox, IPCW using the Cox model for the censoring distribution.

g

Entries in boldface highlight the best performance method.

h

For the cases of 95 noises, the calculation of inverse weights in the IPCW-Cox method uses only five signal variables to fit the Cox model for the censoring times.