Functional Decomposition and Shapley Interactions for Interpreting Survival Models

Fuente: arXiv
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Autori principali: Langbein, Sophie Hanna, Baniecki, Hubert, Fumagalli, Fabian, Koenen, Niklas, Wright, Marvin N., Herbinger, Julia
Natura: Preprint
Pubblicazione: 2026
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author Langbein, Sophie Hanna
Baniecki, Hubert
Fumagalli, Fabian
Koenen, Niklas
Wright, Marvin N.
Herbinger, Julia
author_facet Langbein, Sophie Hanna
Baniecki, Hubert
Fumagalli, Fabian
Koenen, Niklas
Wright, Marvin N.
Herbinger, Julia
contents Hazard and survival functions are natural, interpretable targets in time-to-event prediction, but their inherent non-additivity fundamentally limits standard additive explanation methods. We introduce Survival Functional Decomposition (SurvFD), a principled approach for analyzing feature interactions in machine learning survival models. By decomposing higher-order effects into time-dependent and time-independent components, SurvFD offers a previously unrecognized perspective on survival explanations, explicitly characterizing when and why additive explanations fail. Building on this theoretical decomposition, we propose SurvSHAP-IQ, which extends Shapley interactions to time-indexed functions, providing a practical estimator for higher-order, time-dependent interactions. Together, SurvFD and SurvSHAP-IQ establish an interaction- and time-aware interpretability approach for survival modeling, with broad applicability across time-to-event prediction tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2602_16505
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Functional Decomposition and Shapley Interactions for Interpreting Survival Models
Langbein, Sophie Hanna
Baniecki, Hubert
Fumagalli, Fabian
Koenen, Niklas
Wright, Marvin N.
Herbinger, Julia
Machine Learning
Hazard and survival functions are natural, interpretable targets in time-to-event prediction, but their inherent non-additivity fundamentally limits standard additive explanation methods. We introduce Survival Functional Decomposition (SurvFD), a principled approach for analyzing feature interactions in machine learning survival models. By decomposing higher-order effects into time-dependent and time-independent components, SurvFD offers a previously unrecognized perspective on survival explanations, explicitly characterizing when and why additive explanations fail. Building on this theoretical decomposition, we propose SurvSHAP-IQ, which extends Shapley interactions to time-indexed functions, providing a practical estimator for higher-order, time-dependent interactions. Together, SurvFD and SurvSHAP-IQ establish an interaction- and time-aware interpretability approach for survival modeling, with broad applicability across time-to-event prediction tasks.
title Functional Decomposition and Shapley Interactions for Interpreting Survival Models
topic Machine Learning
url https://arxiv.org/abs/2602.16505