Random Forests for time-fixed and time-dependent predictors: The DynForest R package

arXiv:2302.02670v2 Announce Type: replace-cross
Abstract: The R package DynForest implements random forests for predicting a continuous, a categorical or a (multiple causes) time-to-event outcome based on time-fixed and time-dependent predictors. The main originality of DynForest is that it handles time-dependent predictors that can be endogeneous (i.e., impacted by the outcome process), measured with error and measured at subject-specific times. At each recursive step of the tree building process, the time-dependent predictors are internally summarized into individual features on which the …

abstract arxiv categorical continuous cs.lg event forests multiple package random random forests stat.ml type