Neural Conditional Event Time Models
Event time models predict occurrence times of an event of interest based on known features. Recent work has demonstrated that neural networks achieve state-of-the-art event time predictions in biomedical applications, where event time models are frequently used, as well as a variety of other settings. However, standard event time models suppose that the event occurs, eventually, in all cases. Consequently, no distinction is made between a) the probability of event occurrence, and b) the predicted time of occurrence. This distinction is critical when predicting medical diagnoses as well as social media posts, equipment defects, and other events that or may not occur; and for which the features affecting a) may be different from those affecting b). In this work, we develop a conditional event time model that distinguishes between these components, implement it as a neural network with a binary stochastic layer representing finite event occurrence, and show how it may be learned from right-censored event times via maximum likelihood estimation. Results demonstrate improved event occurrence and event time predictions on synthetic data, medical events (MIMIC-III), and social media posts (Reddit), including posts related to mental health, comprising 21 total prediction tasks.
