Random rotation survival forest for high dimensional censored data

Recently, rotation forest has been extended to regression and survival analysis problems. However, due to intensive computation incurred by principal component analysis, rotation forest often fails when high-dimensional or big data are confronted. In this study, we extend rotation forest to high dimensional censored time-to-event data analysis by combing random subspace, bagging and rotation forest. Supported by proper statistical analysis, we show that the proposed method random rotation survival forest outperforms state-of-the-art survival ensembles such as random survival forest and popular regularized Cox models.

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