Survival analysis is a fundamental tool in medical research to identify
predictors of adverse events and develop systems for clinical decision support.
In order to leverage large amounts of patient data, efficient optimisation
routines are paramount. We propose an efficient training algorithm for the
kernel survival support vector machine (SSVM). We directly optimise the primal
objective function and employ truncated Newton optimisation and order statistic
trees to significantly lower computational costs compared to previous training
algorithms, which require $O(n^4)$ space and $O(p n^6)$ time for datasets with
$n$ samples and $p$ features. Our results demonstrate that our proposed
optimisation scheme allows analysing data of a much larger scale with no loss
in prediction performance. Experiments on synthetic and 5 real-world datasets
show that our technique outperforms existing kernel SSVM formulations if the
amount of right censoring is high ($\geq85\%$), and performs comparably
otherwise.

本文提出了一种高效的核存活支持向量机 (SSVM) 训练算法，通过直接优化主要目标函数，采用截断牛顿优化和随机统计树，降低了与现有训练算法相比的计算复杂度，并证明其可以用于规模更大的数据。