Survival analysis is a hotspot in statistical research for modeling
time-to-event information with data censorship handling, which has been widely
used in many applications such as clinical research, information system and
other fields with survivorship bias. Many works have been proposed for survival
analysis ranging from traditional statistic methods to machine learning models.
However, the existing methodologies either utilize counting-based statistics on
the segmented data, or have a pre-assumption on the event probability
distribution w.r.t. time. Moreover, few works consider sequential patterns
within the feature space. In this paper, we propose a Deep Recurrent Survival
Analysis model which combines deep learning for conditional probability
prediction at fine-grained level of the data, and survival analysis for
tackling the censorship. By capturing the time dependency through modeling the
conditional probability of the event for each sample, our method predicts the
likelihood of the true event occurrence and estimates the survival rate over
time, i.e., the probability of the non-occurrence of the event, for the
censored data. Meanwhile, without assuming any specific form of the event
probability distribution, our model shows great advantages over the previous
works on fitting various sophisticated data distributions. In the experiments
on the three real-world tasks from different fields, our model significantly
outperforms the state-of-the-art solutions under various metrics.

该研究提出了一种深度循环生存分析模型，结合了深度学习和生存分析，通过对每个样本的条件概率建模，捕获时间依赖性，预测真实事件发生的可能性并估计被审查数据的生存率，同时不需要假设任何特定形式的事件概率分布，在三个不同领域的实验中，该模型在各种度量标准下明显优于现有解决方案。