Regression trees for interval‐censored failure time data based on censoring unbiased transformations and pseudo‐observations

Interval‐censored data arise when a failure process is under intermittent observation and failure status is only known at assessment times. We consider the development of predictive algorithms when training samples involve interval censoring. Using censoring unbiased transformations and pseudo‐observations, we define observed data loss functions, which are unbiased estimates of the corresponding complete data loss functions. We show that regression trees based on these loss functions can recover the tree structure and yield good predictive accuracy. An application is given to a study involving individuals with psoriatic arthritis where the aim is to identify genetic markers useful for the prediction of axial disease within 10 years of a baseline assessment.