SUPPORT VECTOR REGRESSION FOR CENSORED DATA

A method of producing a model for use in predicting time to an event includes obtaining multi-dimensional, non-linear vectors of information indicative of status of multiple test subjects, at least one of the vectors being right-censored, lacking an indication of a time of occurrence of the event with respect to the corresponding test subject, and performing regression using the vectors of information to produce a kernel-based model to provide an output value related to a prediction of time to the event based upon at least some of the information contained in the vectors of information, where for each vector comprising right-censored data, a censored-data penalty function is used to affect the regression, the censored-data penalty function being different than a non-censored-data penalty function used for each vector comprising non-censored data.