Many online platforms have deployed anti-fraud systems to detect and prevent fraudulent activities. However, there is usually a gap between the time that a user commits a fraudulent action and the time that the user is suspended by the platform. How to detect fraudsters in time is a challenging problem. Most of the existing approaches adopt classifiers to predict fraudsters given their activity sequences along time. The main drawback of classification models is that the prediction results between consecutive timestamps are often inconsistent. In this paper, we propose a survival analysis based fraud early detection model, SAFE, which maps dynamic user activities to survival probabilities that are guaranteed to be monotonically decreasing along time. SAFE adopts recurrent neural network (RNN) to handle user activity sequences and directly outputs hazard values at each timestamp, and then, survival probability derived from hazard values is deployed to achieve consistent predictions. Because we only observe the user suspended time instead of the fraudulent activity time in the training data, we revise the loss function of the regular survival model to achieve fraud early detection. Experimental results on two real world datasets demonstrate that SAFE outperforms both the survival analysis model and recurrent neural network model alone as well as state-of-the-art fraud early detection approaches.
In recent years, researchers adopt neural networks to model the survival distribution @cite_25 @cite_10 @cite_7 @cite_29 @cite_18 . For example, @cite_25 @cite_10 combine the feed-forward neural network with the classical Cox proportional hazard model. Although using the deep neural network can improve the capacity of models, these studies still assume that the base hazard rate is constant. @cite_7 transfers the problem of learning the distribution of survival time to a discretized-time classification problem and adopts the deep feed forward neural network to predict the survival time. @cite_29 adopts a conditional generative adversarial network to predict the event time conditioned on covariates, which implicitly specifies a time-to-event distribution via sampling. However, the existing models cannot handle the time-varying covariates. In this work, we adopt the RNN to take the time-varying covariates as inputs and fit the time-to-event distribution without making any of the above assumptions.
@cite_18 @cite_7 @cite_29 @cite_10 @cite_25
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Flexible modelling in survival analysis can be useful both for exploratory and predictive purposes. Feed forward neural networks were recently considered for flexible non-linear modelling of censored survival data through the generalization of both discrete and continuous time models. We show that by treating the time interval as an input variable in a standard feed forward network with logistic activation and entropy error function, it is possible to estimate smoothed discrete hazards as conditional probabilities of failure. We considered an easily implementable approach with a fast selection criteria of the best configurations. Examples on data sets from two clinical trials are provided. The proposed artificial neural network (ANN) approach can be applied for the estimation of the functional relationships between covariates and time in survival data to improve model predictivity in the presence of complex prognostic relationships. © 1998 John Wiley & Sons, Ltd. Modern health data science applications leverage abundant molecular and electronic health data, providing opportunities for machine learning to build statistical models to support clinical practice. Time-to-event analysis, also called survival analysis, stands as one of the most representative examples of such statistical models. We present a novel deep-network-based approach that leverages adversarial learning to address a key challenge in modern time-to-event modeling: nonparametric estimation of event-time distributions. We also introduce a principled cost function to exploit information from censored events (events that occur subsequent to the observation window). Unlike most time-to-event models, we focus on the estimation of time-to-event distributions, rather than time ordering. We validate our model on both benchmark and real datasets, demonstrating that the proposed formulation yields significant performance gains relative to a parametric alternative, which we also propose. Medical practitioners use survival models to explore and understand the relationships between patients’ covariates (e.g. clinical and genetic features) and the effectiveness of various treatment options. Standard survival models like the linear Cox proportional hazards model require extensive feature engineering or prior medical knowledge to model treatment interaction at an individual level. While nonlinear survival methods, such as neural networks and survival forests, can inherently model these high-level interaction terms, they have yet to be shown as effective treatment recommender systems. We introduce DeepSurv, a Cox proportional hazards deep neural network and state-of-the-art survival method for modeling interactions between a patient’s covariates and treatment effectiveness in order to provide personalized treatment recommendations. We perform a number of experiments training DeepSurv on simulated and real survival data. We demonstrate that DeepSurv performs as well as or better than other state-of-the-art survival models and validate that DeepSurv successfully models increasingly complex relationships between a patient’s covariates and their risk of failure. We then show how DeepSurv models the relationship between a patient’s features and effectiveness of different treatment options to show how DeepSurv can be used to provide individual treatment recommendations. Finally, we train DeepSurv on real clinical studies to demonstrate how it’s personalized treatment recommendations would increase the survival time of a set of patients. The predictive and modeling capabilities of DeepSurv will enable medical researchers to use deep neural networks as a tool in their exploration, understanding, and prediction of the effects of a patient’s characteristics on their risk of failure. An accurate model of patient-specific kidney graft survival distributions can help to improve shared-decision making in the treatment and care of patients. In this paper, we propose a deep learning method that directly models the survival function instead of estimating the hazard function to predict survival times for graft patients based on the principle of multi-task learning. By learning to jointly predict the time of the event, and its rank in the cox partial log likelihood framework, our deep learning approach outperforms, in terms of survival time prediction quality and concordance index, other common methods for survival analysis, including the Cox Proportional Hazards model and a network trained on the cox partial log-likelihood.