Categories for User Modeling

Survival Analysis Meets Reinforcement Learning

TL;DR: Survival analysis provides a framework to reason about time-to-event data; at Spotify, for example, we use it to understand and predict the way users might engage with Spotify in the future. In this work, we bring temporal-difference learning, a central idea in reinforcement learning, to survival analysis. We develop a new algorithm that trains a survival model from sequential data by leveraging a temporal consistency condition, and show that it outperforms direct regression on observed outcomes......