Survival analysis for high-dimensional, heterogeneous medical data: Exploring feature extraction as an alternative to feature selection

Highlights • We propose random survival forests for feature extraction for survival analysis. • We formulate two constraints on the neighborhood graph specific to survival analysis. • We implement a comparative analysis of 16 feature extraction/selection methods. • For small sample sizes, models with built-in feature selection are preferred. • For large sample sizes, feature extraction methods performed comparably.