SurvivalPFN: Amortizing Survival Prediction via In-Context Bayesian Inference
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Computer Science > Machine Learning
Title:SurvivalPFN: Amortizing Survival Prediction via In-Context Bayesian Inference
Abstract:Survival analysis provides a powerful statistical framework for modeling time-to-event outcomes in the presence of censoring. However, selecting an appropriate estimator from the many specialized survival approaches often requires substantial methodological and domain expertise. We introduce SurvivalPFN, a prior-data fitted network that amortizes Bayesian inference for censored observations through in-context learning. SurvivalPFN is pretrained on a diverse family of synthetic, identifiable, and right-censored data-generating processes, enabling it to amortize survival analysis in a single forward pass during inference. As a result, the model adapts to the effective complexity of each dataset without task-specific training or hyperparameter tuning, avoids restrictive parametric assumptions, and produces calibrated survival distributions. In a large-scale benchmark spanning 61 datasets, 21 methods, and 5 evaluation metrics, SurvivalPFN achieves strong predictive performance and often improves upon established survival models. These results suggest that SurvivalPFN offers a principled and practical foundation model for survival analysis, with potential applications in high-impact domains such as healthcare, finance, and engineering (this https URL).
| Subjects: | Machine Learning (cs.LG); Machine Learning (stat.ML) |
| Cite as: | arXiv:2605.15488 [cs.LG] |
| (or arXiv:2605.15488v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2605.15488
arXiv-issued DOI via DataCite (pending registration)
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