# Distributionally Robust Learning in Survival Analysis

arXiv: https://arxiv.org/abs/2506.01348 · HTML: https://mlsanity.com/paper/2506.01348/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 7 of its 31 references that are in the map.
- First posted on arXiv 2 Jun 2025.

## Builds on (most cited first, 7 of 7)

- [Learning Models with Uniform Performance via Distributionally Robust Optimization](https://mlsanity.com/paper/1810.08750/) (2018)
- [Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations](https://mlsanity.com/paper/1505.05116/) (2015)
- [Distributionally Robust Stochastic Optimization with Wasserstein Distance](https://mlsanity.com/paper/1604.02199/) (2016)
- [Learning Optimal Distributionally Robust Individualized Treatment Rules](https://mlsanity.com/paper/2006.15121/) (2020)
- [Distributionally Robust Survival Analysis: A Novel Fairness Loss Without Demographics](https://mlsanity.com/paper/2211.10508/) (2022)
- [Fairness in Survival Analysis with Distributionally Robust Optimization](https://mlsanity.com/paper/2409.10538/) (2024)
- [Distributionally Robust Multiclass Classification and Applications in Deep Image Classifiers](https://mlsanity.com/paper/2109.12772/) (2021)

## Built on by (most cited first, 1 of 1)

- [Distributionally Robust Survival Models under Subpopulation Shift and Outlier Contamination](https://mlsanity.com/paper/2610.02868/) (2026)

## Abstract (arXiv)

We introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein distance-based ambiguity set, we develop a variant Cox model that is less sensitive to assumptions about the underlying data distribution and more resilient to model misspecification and data perturbations. By leveraging Wasserstein duality, we reformulate the original min-max DRL problem into a tractable regularized empirical risk minimization problem, which can be computed by exponential conic programming. We provide guarantees on the finite sample behavior of our DRL-Cox model. Moreover, through extensive simulations and real world case studies, we demonstrate that our regression model achieves superior performance in terms of prediction accuracy and robustness compared with traditional methods.
