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Deep Neural Networks for Semiparametric Frailty Models via H-likelihood

For prediction of clustered time-to-event data, we propose a new deep neural network based gamma frailty model (DNN-FM). An advantage of the proposed model is that the joint maximization of the new h-likelihood provides maximum likelihood estimators for fixed parameters and best unbiased predictors for random frailties. Thus, the proposed DNN-FM is trained by using a negative profiled h-likelihood as a loss function, constructed by profiling out the non-parametric baseline hazard. Experimental studies show that the proposed method enhances the prediction performance of the existing methods. A real data analysis shows that the inclusion of subject-specific frailties helps to improve prediction of the DNN based Cox model (DNN-Cox).

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