Transfer learning under the Cox model with interval‐censored data

Abstract Transfer learning, focusing on information borrowing to address limited sample size issues, has gained increasing attention in recent years. Our method aims to utilize data from other population groups as a complement to enhance risk factor discernment and failure time prediction among underrepresented subgroups. However, a literature gap exists in effective knowledge transfer from the source to the target for risk assessment with interval‐censored data while accommodating population incomparability and privacy constraints. Our objective is to bridge this gap by developing a transfer learning approach under the Cox proportional hazards model. We introduce the tuning‐free Trans‐Cox‐MIC algorithm, enabling adaptable information sharing in regression coefficients and baseline hazards, while ensuring computational efficiency. Our approach accommodates covariate distribution shifts, coefficient variations, and baseline hazard discrepancies. Extensive simulations showcase the method's accuracy, robustness, and efficiency. Application to the prostate cancer screening data demonstrates enhanced risk estimation precision and predictive performance in the African American population.