Comparison of Extremely Randomized Survival Trees and Random Survival Forests: A Simulation Study

Abstract. Purpose: This simulation study investigates the Extremely Randomized Survival Trees (EST) model, a machine learning technique expected to handle survival analysis, particularly in large survival datasets, effectively. The study compares the performance of the EST model with that of the Random Survival Forest (RSF) model, focusing on the C-index value to determine which model performs better. Methods: The analysis begins with the generation of 540 simulated datasets, created by combining three levels of sample sizes, two levels of censoring proportions, three types of hazard functions, and 30 repetitions for each scenario. The simulation data were split into 80% training and 20% testing data. The training data were used to build the EST and RSF models, while the test data were used to evaluate their performance. The model with the highest C-index value was deemed the best performer, as a higher C-index indicates superior model performance. Result: The results indicate that the sample size, type of hazard function, and the method used influence that model performance. The EST model significantly outperformed the RSF model when the sample size was large, though no significant difference was observed when the sample size was small or medium. Additionally, the EST model consistently demonstrated faster computation times across all simulation scenarios. Novelty: This study provides a pioneering exploration into applying decision tree algorithms, specifically EST and RSF, in survival analysis. While these methods have been extensively studied in regression and classification contexts, their application in survival analysis remains relatively unexplored.