Partial Logistic Artificial Neural Network for Competing Risks Regularized With Automatic Relevance Determination

Abstract

Time-to-event analysis is important in a wide range of applications from clinical prognosis to risk modeling for credit scoring and insurance. In risk modeling, it is sometimes required to make a simultaneous assessment of the hazard arising from two or more mutually exclusive factors. This paper applies to an existing neural network model for competing risks (PLANNCR), a Bayesian regularization with the standard approximation of the evidence to implement automatic relevance determination (PLANNCR-ARD). The theoretical framework for the model is described and its application is illustrated with reference to local and distal recurrence of breast cancer, using the data set of Veronesi (1995).