The super learner for time-to-event outcomes: A tutorial

Fuente: arXiv
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Main Authors: Keogh, Ruth H., Diaz-Ordaz, Karla, van Geloven, Nan, Gran, Jon Michael, Tanner, Kamaryn T.
Format: Preprint
Published: 2025
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author Keogh, Ruth H.
Diaz-Ordaz, Karla
van Geloven, Nan
Gran, Jon Michael
Tanner, Kamaryn T.
author_facet Keogh, Ruth H.
Diaz-Ordaz, Karla
van Geloven, Nan
Gran, Jon Michael
Tanner, Kamaryn T.
contents Estimating risks or survival probabilities conditional on individual characteristics based on censored time-to-event data is a commonly faced task. This may be for the purpose of developing a prediction model or may be part of a wider estimation procedure, such as in causal inference. A challenge is that it is impossible to know at the outset which of a set of candidate models will provide the best risk estimates. The super learner is a powerful approach for finding the best model or combination of models ('ensemble') among a pre-specified set of candidate models or 'learners', which can include both 'statistical' models (e.g. parametric, semi-parametric models) and 'machine learning' models. Super learners for time-to-event outcomes have been developed, but the literature is technical and the full details of how these methods work and can be implemented in practice have not previously been presented in an accessible format. In this paper we provide a practical tutorial on super learner methods for time-to-event outcomes. An overview of the general steps involved in the super learner is given, followed by details of three specific implementations for time-to-event outcomes. These include the originally proposed super learner, which involves using a discrete time scale, and two more recently proposed versions of the super learner for continuous-time data. We compare the properties of the methods and provide information on how they can be implemented in R. The methods are illustrated using an open access data set and R code is provided.
format Preprint
id arxiv_https___arxiv_org_abs_2509_03315
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The super learner for time-to-event outcomes: A tutorial
Keogh, Ruth H.
Diaz-Ordaz, Karla
van Geloven, Nan
Gran, Jon Michael
Tanner, Kamaryn T.
Methodology
Estimating risks or survival probabilities conditional on individual characteristics based on censored time-to-event data is a commonly faced task. This may be for the purpose of developing a prediction model or may be part of a wider estimation procedure, such as in causal inference. A challenge is that it is impossible to know at the outset which of a set of candidate models will provide the best risk estimates. The super learner is a powerful approach for finding the best model or combination of models ('ensemble') among a pre-specified set of candidate models or 'learners', which can include both 'statistical' models (e.g. parametric, semi-parametric models) and 'machine learning' models. Super learners for time-to-event outcomes have been developed, but the literature is technical and the full details of how these methods work and can be implemented in practice have not previously been presented in an accessible format. In this paper we provide a practical tutorial on super learner methods for time-to-event outcomes. An overview of the general steps involved in the super learner is given, followed by details of three specific implementations for time-to-event outcomes. These include the originally proposed super learner, which involves using a discrete time scale, and two more recently proposed versions of the super learner for continuous-time data. We compare the properties of the methods and provide information on how they can be implemented in R. The methods are illustrated using an open access data set and R code is provided.
title The super learner for time-to-event outcomes: A tutorial
topic Methodology
url https://arxiv.org/abs/2509.03315