MOTIVATION: This work presents the first large-scale neutral benchmark experiment focused on single-event, right-censored, low-dimensional survival data. Benchmark experiments are essential in methodological research to scientifically compare new and existing model classes through proper empirical evaluation. Existing benchmarks in the survival literature are smaller in scale regarding the number of used datasets and extent of empirical evaluation. They often lack appropriate tuning or evaluation procedures, while other comparison studies focus on qualitative reviews rather than quantitative comparisons. This comprehensive study aims to fill the gap by neutrally evaluating a broad range of methods and providing generalizable guidelines for practitioners. RESULTS: We benchmark 21 models, ranging from classical statistical approaches to many common machine learning methods, on 34 publicly available datasets. The benchmark tunes models using both a discrimination measure (Harrell's C-index) and a scoring rule (Integrated Survival Brier Score), and evaluates them across six metrics covering discrimination, calibration, and overall predictive performance. Despite superior average ranks in overall predictive performance from individual learners like oblique random survival forests and likelihood-based boosting, and better discrimination rankings from multiple boosting- and tree-based methods as well as parametric survival models, no method statistically significantly outperforms the commonly used Cox proportional hazards model for either tuning measure. We conclude that while the Cox Proportional Hazards model remains a robust default for low-dimensional, right-censored survival data, more flexible methods may be preferable for specific dataset characteristics. AVAILABILITY AND IMPLEMENTATION: All code, data, and results are publicly available on GitHub https://github.com/slds-lmu/paper_2023_survival_benchmark and archived on Zenodo https://doi.org/10.5281/zenodo.19075310.

MOTIVATION: In this article, we consider how to evaluate survival distribution predictions with measures of discrimination. This is non-trivial as discrimination measures are the most commonly used in survival analysis and yet there is no clear method to derive a risk prediction from a distribution prediction. We survey methods proposed in literature and software and consider their respective advantages and disadvantages. RESULTS: Whilst distributions are frequently evaluated by discrimination measures, we find that the method for doing so is rarely described in the literature and often leads to unfair comparisons or 'C-hacking'. We demonstrate by example how simple it can be to manipulate results and use this to argue for better reporting guidelines and transparency in the literature. We recommend that machine learning survival analysis software implements clear transformations between distribution and risk predictions in order to allow more transparent and accessible model evaluation. AVAILABILITY AND IMPLEMENTATION: The code used in the final experiment is available at https://github.com/RaphaelS1/distribution_discrimination.

SUMMARY: As machine learning has become increasingly popular over the last few decades, so too has the number of machine-learning interfaces for implementing these models. Whilst many R libraries exist for machine learning, very few offer extended support for survival analysis. This is problematic considering its importance in fields like medicine, bioinformatics, economics, engineering and more. mlr3proba provides a comprehensive machine-learning interface for survival analysis and connects with mlr3's general model tuning and benchmarking facilities to provide a systematic infrastructure for survival modelling and evaluation. AVAILABILITY AND IMPLEMENTATION: mlr3proba is available under an LGPL-3 licence on CRAN and at https://github.com/mlr-org/mlr3proba, with further documentation at https://mlr3book.mlr-org.com/survival.html.

The use of random forests is increasingly common in genetic association studies. The variable importance measure (VIM) that is automatically calculated as a by-product of the algorithm is often used to rank polymorphisms with respect to their ability to predict the investigated phenotype. Here, we investigate a characteristic of this methodology that may be considered as an important pitfall, namely that common variants are systematically favoured by the widely used Gini VIM. As a consequence, researchers may overlook rare variants that contribute to the missing heritability. The goal of the present article is 3-fold: (i) to assess this effect quantitatively using simulation studies for different types of random forests (classical random forests and conditional inference forests, that employ unbiased variable selection criteria) as well as for different importance measures (Gini and permutation based); (ii) to explore the trees and to compare the behaviour of random forests and the standard logistic regression model in order to understand the statistical mechanisms behind the preference for common variants; and (iii) to summarize these results and previously investigated properties of random forest VIMs in the context of genetic association studies and to make practical recommendations regarding the choice of the random forest and variable importance type. All our analyses can be reproduced using R code available from the companion website: http://www.ibe.med.uni-muenchen.de/organisation/mitarbeiter/020_professuren/boulesteix/ginibias/.