arXiv Statistics ML By Hemant Ishwaran, Eileen M. Hsich, Udaya B. Kogalur, Donald K. K. Lee

Random Hazard Forests

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Random Hazard Forests (RHF) is a survival tree ensemble that models how a patient's hazard changes over continuous time as new measurements arrive. RHF directly estimates a nonparametric hazard likelihood for predictable covariate processes, using an efficient working model to guide tree construction and then estimating flexible time‑varying hazards at each terminal node. By routing each tree based on the covariate state immediately before each time point, RHF can handle irregular and asynchronous covariate updates, and averaging across trees yields a pathwise hazard estimate that accurately captures changing risk in simulations and an intensive‑care application.

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