DeepFHT parameterizes first-hitting-time diffusion processes with neural networks to produce closed-form, interpretable survival and hazard functions that match Cox-level accuracy on tested data.
Ridgeway, The state of boosting, Computing Science and Statistics31, 172 (1999)
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Neural Diffusion Processes for Physically Interpretable Survival Prediction
DeepFHT parameterizes first-hitting-time diffusion processes with neural networks to produce closed-form, interpretable survival and hazard functions that match Cox-level accuracy on tested data.