Flexible Deep Neural Networks for Partially Linear Survival Data: Estimation and Survival Inference
arXiv:2512.10570v2 Announce Type: replace Abstract: We propose a flexible deep neural network (DNN) framework for modeling survival data within a partially linear regression structure. The approach preserves interpretability through a parametric linear component for covariates of primary interest, while a nonparametric DNN component captures complex time-covariate interactions among nuisance variables. We refer to the method as FLEXI-Haz, a FLEXIble Hazard model with a partially linear structure. In contrast to existing DNN approaches for partially linear Cox models, FLEXI-Haz does not rely on the proportional hazards assumption. We establish theoretical guarantees: the neural network component attains minimax-optimal convergence rates over composite H\"older classes, the linear estimator is sqrt-n-consistent, asymptotically normal, and semiparametrically efficient, and we develop a cross-fitted one-step estimator of the cumulative hazard and survival function for a new subject, together with pointwise asymptotic confidence intervals. To the best of our knowledge, this is the first frequentist asymptotic pointwise inference result for a survival function in a DNN survival model, with or without a linear component. Simulations and real-data analyses demonstrate the utility of FLEXI-Haz as a principled and interpretable alternative to methods based on proportional hazards.
