Abstract
Potential clinical biomarkers are often assessed with Cox regressions or their ability to differentiate two groups of
patients based on a single cutoff. However, both of these approaches assume a monotonic relationship between the
potential biomarker and survival. Tumor mutational burden (TMB) is currently being studied as a predictive biomarker for
immunotherapy, and a single cutoff is often used to divide patients. In this study we introduce a two-cutoff approach
that allows splitting of patients when a non-monotonic relationship is present, and explore the use of neural networks to
model more complex relationships of TMB to outcome data. Using real-world data we find that while in most cases the
true relationship between TMB and survival appears monotonic, that is not always the case and researchers should be
made aware of this possibility.
Introduction
When searching for features predictive of survival across different cancer types researchers often use Cox regression1–3.
The Cox model provides a high level of interpretability in the form of the regression coefficients, but these coefficients
simply describe the linear relationship of the feature to the predicted log partial hazard4. Often there isn’t a clear reason to
assume a linear (and more importantly monotonic) relationship; furthermore, neural nets have previously been proposed as
a more flexible approach in this context5, with some recent applications appearing in the literature6–9.
Tumor mutational burden (TMB) is a commonly investigated biomarker in the context of immunotherapy10–16, and its
prognostic value has also been investigated in the context of heterogeneous treatments17,18. When investigating TMB as a
biomarker researchers often bin patients into a “TMB low” group and a “TMB high” group, which implicitly assumes a
monotonic relationship of TMB with survival, independent of the number of bins used. In this case the relationship is
assumed to be a step function with patients below a certain threshold having a certain risk and patients above the threshold
having another. The monotonic assumption is that change in risk only increases (or only decreases) with the value of the
predictor variable in question.
Similar to how we previously leveraged the flexibility of neural networks to more optimally model the calibration of
next-generation sequencing (NGS) gene panel-derived estimates of exomic TMB19, we wondered whether such flexible
modeling approaches could be applied to characterizing the relationship of TMB with clinical outcomes data. While a
single cutoff approach may work well for monotonic relationships, it would be expected to be suboptimal in the case of a
truly non-montonic relationship. In such a scenario the lowest and highest TMB values would have similar risk, and the
moderate values would be associated with a different risk. In this study we explored different approaches to attempt to
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better characterize these more complex relationships and investigated whether such relationships exist in the context of
TMB and clinical outcomes data, both in the prognostic sense and predictive sense.
Results
Given the long right-tailed distribution of TMB (Supplemental Figure 1A), when modeling the relationship of this data to
the log partial hazard some form of a transformation will generally be required, since these extreme values multiplied by
the estimated model coefficient will generate unrealistic partial hazards. We can demonstrate this by fitting a Cox model
to untransformed TMB values for uterine corpus endometrial carcinoma (UCEC) and the corresponding survival data in
the The Cancer Genome Atlas (TCGA) dataset20. Generating predicted survival curves for several different TMB values
(Supplemental Figure 1B), we see that what the field would consider large differences in TMB result in minimal differences
in the curves, and at the highest TMB values patients are predicted to survive longer than humanly possible.
Approaches with Simulated Data
One common approach for transforming TMB is to define a “TMB low” group and a “TMB high” group, which can be
described as transformation via a step function with a given cutoff. This cutoff can be defined by taking the median TMB
value, or some other percentile of the data; alternatively, a cutoff can be found that optimizes some metric difference
between the two groups. We demonstrate what the optimal cutoff approach looks like for simulated survival data with a
monotonic relationship (Figure 1A, B). In this simulated data the TMB values are real (the values of the UCEC TCGA
samples), but the survival data is generated according to a simple linear mapping of logged TMB values to log risks
(representing a monotonic relationship). As expected, in every simulation a single cutoff approach correctly identified a
“TMB high” group with a significant hazard ratio.
While a single cutoff approach works well for this data, we wondered what would happen with a simple but non-
monotomic relationship. Further, we wanted to understand what approach could be used to identify this type of relationship.
Instead of searching for a single cutoff we decided to search for two cutoffs, and merge the lowest and highest groups into a
single group. Two cutoffs have been proposed before
21, but in those contexts three groups were generated where the “TMB
mid” group was expected to have a risk in between that of “TMB low” and “TMB high”, which retains the monotonic
nature of the relationship. In contrast, in our two-cutoff approach we assign the same risk to the “TMB low” and “TMB
high” groups with the “TMB mid” displaying a different survival risk, which represents a non-monotonic relationship that
some describe as a “Goldilocks effect”.
Linear
Data Non-monotonic Data
Simulated
Dataset Model LL score C-index LL score C-index
1
Ground Truth -.895 .601 -.812 .696
Cox-PH -.895 .601 -.857 .669
FCN -.896 .601 -.817 .689
5 Ground Truth -.771 .617 -.879 .664
Cox-PH -.771 .617 -.915 .611
FCN -.772 .617 -.879 .658
Table 1. Simulated data metrics. Log-likelihood and C-indexes for the test folds of two representative monotonic and
non-monotonic simulated datasets for either a Cox model or a neural network.
In the case of a monotonic relationship, we would expect grouping the highest and lowest values together would result in
poor correlation, and when we applied the new two-cutoff approach to the monotonic data the statistical significance was
often lower than the single-cutoff approach (Figure 1C), with the “TMB mid” group often having the higher hazard ratio.
However, in the case of a non-monotonic relationship, grouping the lowest and highest values is exactly what should be
done and when these two different approaches were applied to data simulating a non-monotonic relationship of TMB with
survival we found the two-cutoff approach correctly associated a middle group with a larger hazard ratio, and typically did
so with greater statistical significance than the single-cutoff approach (Figure 1D, E, F).
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0 2 5 10 20 40 64
TMB
0.0
0.5
1.0
1.5
2.0Log Partial Hazard
0 2 5 10 20 40 64
TMB
-1.0
0.0
1.0
2.0
Log Partial Hazard
A
0.125 0.25 0.5 1.0 2.0 4.0 8.0
LL-test <= TMB
34.4 1.58
29.7 2.35
28.7 3.36
26.6 2.08
14.1 1.65
38.4 2.03
30.0 2.38
28.9 3.32
18.9 5.53
22.9 2.94
23.3 1.65
42.3 5.4
23.7 2.23
28.1 2.96
35.4 2.5
0.125 0.25 0.5 1.0 2.0 4.0 8.0
LL-test <= TMB <=
32.3 6.43 17.8
49.4 4.72 30.05
48.8 3.36 19.12
38.5 4.7 18.51
24.7 10.26 17.52
62.7 2.5 24.38
45.6 4.7 19.67
48.9 3.32 24.88
29.0 6.89 30.05
38.1 9.47 28.85
39.1 6.81 25.95
69.4 5.4 20.55
38.3 7.36 16.81
50.2 6.81 28.87
50.9 4.42 17.06
0.125 0.25 0.5 1.0 2.0 4.0 8.0
LL-test <= TMB
31.7 17.78
19.0 10.88
13.1 26.47
28.1 14.09
28.4 10.33
15.4 15.11
31.6 3.45
36.5 15.09
23.3 10.21
19.4 6.89
15.9 21.79
54.7 6.81
17.1 9.78
14.0 1.61
25.1 10.39
0.125 0.25 0.5 1.0 2.0 4.0 8.0
LL-test <= TMB <=
19.0 17.06 30.12
14.2 10.88 28.85
9.0 15.66 34.1
22.0 14.09 24.88
25.3 15.66 30.39
13.9 0.92 10.21
26.8 3.45 28.87
36.1 15.09 31.39
22.1 10.21 34.1
22.2 9.1 19.11
13.5 0.96 15.09
43.0 6.81 30.12
13.0 9.78 19.67
16.2 1.23 1.45
20.6 10.39 33.08
B
C
D
E
F
Figure 1. Cutoff analysis with simulated data. 15 simulated survival datasets were generated for either a monotonic relationship
with TMB (A) or a non-monotonic relationship (D). B and E show the hazard ratios and associated log-likelihood ratio tests and
associated cutoffs of searching for an optimal cutoff with either the monotonic relationship or non-monotonic relationship,
respectively, while C and F show the search for the optimal 2 cutoffs of our proposed approach with a monotonic or non-monotonic
relationship, respectively. In A, B the TMB distribution is shown as a rug plot.
These results give a potential framework for identifying non-monotonic relationships of an input variable to survival—if
the single-cutoff approach has a better test statistic then the relationship is possibly monotonic, and if the two-cutoff
approach has a better test statistic the relationship is possibly non-monotonic. However, while we generally saw this
expected pattern in the simulated data it was not always the case, and this heuristic doesn’t reveal the true underlying
relationship, such as a linear relationship versus a step function or others. Instead of comparing different transformation
strategies (one cutoff versus two), we can simply allow a fully connected neural network (FCN) to learn the relationship
between predictor variable and outcome measures directly from the available data.
We looked at two of the simulated survival datasets for both the linear and non-monotonic relationships, and compared
the results of a fully connected network (FCN) to a Cox regression implemented with lifelines. To compare the model fits
we looked at the C-index and log-likelihood (a larger value is better in both cases) for data in the test folds of 10 stratified
K-folds, and also compared these metrics to what would be obtained with the ground truth relationship (Table1). With
regards to the linear data both the Cox model and the FCN had metrics nearly indistinguishable from the ground truth, but
for the non-monotonic data the FCN had noticeably better metrics than the Cox model. Notably, in the first dataset for the
non-monotonic data the two-cutoff approach had previously obtained a lower test statistic than the single-cutoff approach
and would have incorrectly inferred the relationship while the relationship is clear with an FCN.
We also visualized the model fits of the FCNs, Cox regressions, and the true underlying relationships (Figure 2). Despite
having a large number of parameters our FCN produced a very similar fit to a Cox regression for the linear data, with both
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0 2 5 10 20 40 64
TMB
Log Partial Hazard
Non-monotonic Data
True Cox FCN
0 2 5 10 20 40 64
TMB
Log Partial Hazard
Non-monotonic Data
True Cox FCN
0 2 5 10 20 40 64
TMB
Log Partial Hazard
Linear Data
True Cox FCN
0 2 5 10 20 40 64
TMB
Log Partial Hazard
Linear Data
True Cox FCN
A
B
C
D
Figure 2. Simulated data model fits. Model fits from a Cox model and a neural net were averaged over 10 K-folds for two
representative simulated survival datasets for a linear and non-monotonic relationship. A, B monotonic data. C, D non-monotonic data.
TMB distributions shown as rug plots.
closely following the true relationship (Figure 2A, B). Visually, the extra parameters of the FCN allowed it to correctly
follow the shape of the non-monotonic data (Figure 2C, D), while the Cox model was a poor fit to the data, which is
consistent with the model metrics.
Applying Neural Networks to the TCGA
The simulated data gave us confidence that if the relationship strongly deviates from a monotonic relationship, then an
FCN will be able to better model this and this would be reflected in the C-index and model log-likelihood metrics. Our
next question was whether this tool would allow us to find evidence for such “Goldilocks effects” in real-world datasets.
Using the mutation call and survival data for solid tumors in the TCGA dataset, we compared the model metrics of a Cox
model and our FCN (Table 2).
In most cancer types there was limited difference between a Cox model and an FCN, suggesting the relationship likely
is monotonic (or in some cases simply no relationship). However, in SKCM the FCN displayed a noticeably better log
likelihood and C-index. SKCM is a cancer type where immunotherapy is recommended and where TMB hase been
suggested as predictive biomarker. Looking at some of the model fits we see tumor types where the FCN predicted a
perfectly linear relationship and followed the Cox predictions, cases where the FCN has slight deviations from the Cox
predictions, and then SKCM where the FCN predicts a strong concave up relationship (Figure 3).
Applying Neural Networks to Immunotherapy Datasets
The TCGA dataset contains patients receiving the standard of care at the time, and includes patients at different stages
of disease. In this heterogeneous context, exploring the relationship of TMB with survival is more closely associated
with some form of prognostication rather than predicting response to a given therapeutic modality. In contrast, when
investigating a cohort in which a specific treatment has been administered we generally are considering a biomarker that
is predictive of response. It is in this context that TMB has often been explored as a biomarker, and many approaches
effectively attempt to stratify the cohort into “TMB low” and “TMB high” and compare clinical outcome measures
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Cox-PH
FCN
Cancer
LL score C-index LL score C-index
BLCA
-1.337 .573 -1.338 .570
CESC -.593 .512 -.600 .490
ESCA -.842 .556 -.842 .556
GBM -1.967 .491 -1.967 .478
HNSC -1.381 .532 -1.379 .540
KIRC -.643 .616 -.643 .616
KIRP -.372 .573 -.372 .573
LGG -.630 .712 -.625 .712
LIHC -.953 .572 -.955 .572
LUAD/LUSC -1.488 .514 -1.488 .514
OV -1.415 .569 -1.416 .569
PAAD -1.177 .551 -1.193 .553
COAD/READ -.670 .580 -.670 .580
SKCM -1.346 .578 -1.322 .617
STAD -1.203 .559 -1.204 .559
UCEC -.515 .551 -.521 .562
Table 2. TCGA data metrics. Log-likelihood scores and C-indexes for the test folds of different cancers in the TCGA for a Cox
model and a neural net.
0 2 5 10 20 40
TMB
Log Partial Hazard
ESCA
Cox FCN
0 2 5 10 18
TMB
Log Partial Hazard
HNSC
Cox FCN
0 1 2 3 4 5
TMB
Log Partial Hazard
KIRC
Cox FCN
0 1 2 3 4 5
TMB
Log Partial Hazard
KIRP
Cox FCN
0 2 5 10 20 40 100
TMB
Log Partial Hazard
SKCM
Cox FCN
0 2 5 10 20 40 100
TMB
Log Partial Hazard
STAD
Cox FCN
0 2 5 10 20 40
TMB
Log Partial Hazard
BLCA
Cox FCN
0 2 5 10 20 40 80 160 256
TMB
Log Partial Hazard
COAD/READ
Cox FCN
0 2 5 10 20 40
TMB
Log Partial Hazard
LUAD/LUSC
Cox FCN
Figure 3. TCGA model fits. Nine selected cancer types are shown. Cox and neural net model fits were averaged over 10 K-folds.
TMB distributions shown as rug plots.
(response, disease-free survival, etc). Given our findings of a non-monotonic relationship of survival for SKCM in the
TCGA dataset we wondered if we would identify non-monotonic relationships in other datasets, either in a prognostic or
predictive context.
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The AACR Project GENIE Biopharma Collaborative (BPC) recently released clinical data for lung and colon cancer
patients. Using the corresponding panel mutational data for these patients we applied our model to a lung cohort treated
without immunotherapy (BPC NSCLC NonIO), a lung cohort treated with immunotherapy (BPC NSCLC IO), and a colon
cohort treated without immunotherapy (BPC colorectal NonIO). Similar to the TCGA data our neural network did not
detect non-monotonic relationships in these cancer types (Table 3, Supplemental Figure 2).
Cox-PH
FCN
Data
LL score C-index LL score C-index
BPC
NSCLC NonIO -1.183 .568 -1.183 .552
BPC NSCLC IO -1.486 .532 -1.486 .531
BPC Colorectal NonIO -1.645 .511 -1.643 .477
MSK SKCM IO (2019 cohort) -1.026 .565 -1.028 .566
MSK NSCLC IO (2019 cohort) -1.883 .527 -1.871 .576
MSK NSCLC IO (2021 cohort) -2.043 .514 -2.037 .551
MSK NSCLC NonIO (2021 cohort) -1.297 .610 -1.294 .610
MSK Colorectal NonIO (2021 cohort) -1.001 .484 -0.995 .565
MSK Pancreatic NonIO (2021 cohort) -2.044 .577 -2.044 .577
MSK Endometrial NonIO (2021 cohort) -0.375 .648 -0.379 .649
Table 3. BPC and MSK data metrics. Log-likelihood scores and C-indexes for the test folds of different cancers in the BPC and
MSK data for a Cox model and a neural net.
Memorial Sloan Kettering (MSK) has released several large datasets of patients assayed with their gene panel and the
corresponding clinical information. Without some form of common identifier across these datasets it’s difficult to know
how much patient overlap exists between the data releases, but we applied our FCN to a 2019 dataset which only included
patients treated with immunotherapy15, and a 2021 dataset that had both IO naive and IO treated patients18. While we had
observed TMB to have a non-monotonic relationship with survival in the TCGA dataset for SKCM, in the IO treated MSK
melanoma cohort we did not observe a difference between a Cox regression and our FCN (Table 3). This is consistent
with a monotonic relationship of TMB and clinical outcome in the context of melanoma treated with IO, and supports
a TMB-high vs TMB-low stratification in this context. The FCN model showed better performance over Cox modeling
in the non-IO treated colorectal cancer cohort (MSK Colorectal NonIO), in which a concave down model was apparent
(Supplemental Figure 3). Some improvement in performance was seen in the MSK non-small cell lung cancer cohorts
treated with IO, and the observed relationship was also concave down (Supplemental Figure 3).
Model Application
The benefit of directly modeling the relationship with survival is that any deviations from a linear fit will be accounted for
in the model predictions. This allows a researcher wanting to identify a cutoff for splitting patients to simply use a cutoff
based on model risks. Then, working backwards from the model risks the corresponding input variable cutoff(s) can be
found. If the relationship of the input variable to survival is non-monotonic then a single model risk will result in two input
variable values, while a monotonic relationship will result in a single input variable cutoff.
We can demonstrate what this might look like by splitting each cancer in the TCGA dataset by either the median TMB
value or median FCN model risk value. When splitting by median TMB the higher TMB group may or may not have a
higher hazard, while when splitting by median model risk the higher risk group should have a higher hazard. Ignoring this
difference in sign, in most cases there is almost no difference in the test statistic since the FCN predicted a monotonic
relationship for most cancers (Figure 4A, B). However, for SKCM we see that a single cutoff of TMB is inappropriate. In
fact, with a median cutoff the relationship of TMB to survival is barely significant while it is highly significant with a FCN
model output-based risk cutoff (Figure 4C, D).
Discussion
Identifying consistent cutoffs for biomarkers has always been challenging22 since only relationships that resemble a step
function result in stable optimal cutoff values23, a result recapitulated in our Figure 1 and Supplemental Figure 4. It is
possible to identify a step function with a neural net (Supplemental Table 1, Supplemental Figure 4), but here we used
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0.125 0.25 0.5 1.0 2.0 4.0 8.0
BLCA
CESC
COAD/READ
ESCA
GBM
HNSC
KIRC
KIRP
LGG
LIHC
LUAD/LUSC
OV
PAAD
SKCM
STAD
UCEC
LL-test
14.8
0.0
7.5
3.5
1.4
2.7
4.9
1.4
32.1
1.3
0.0
11.5
1.6
16.3
2.1
8.1
0.125 0.25 0.5 1.0 2.0 4.0 8.0
BLCA
CESC
COAD/READ
ESCA
GBM
HNSC
KIRC
KIRP
LGG
LIHC
LUAD/LUSC
OV
PAAD
SKCM
STAD
UCEC
LL-test
15.4
0.1
7.5
3.5
1.2
2.5
4.9
1.4
32.1
1.3
0.0
11.5
1.3
4.4
2.1
5.5
0 2000 4000 6000 8000 10000 12000
Days
0
20
40
60
80
100% Surviving
Logrank p-value=3.7E-02
SKCM
Low TMB
High TMB
0 2000 4000 6000 8000 10000 12000
Days
0
20
40
60
80
100% Surviving
Logrank p-value=4.9E-05
SKCM
Low Risk
High Risk
A B
C D
Figure 4. Model effect on a binary label. Patients were split by either median TMB (A, C), or median risk from a neural net (B, D).
A, C show the hazard ratios and log-likelihood tests of each cancer type for these splits while B, D show the Kaplan curves for SKCM
with these splits along with the logrank p-value.
neural nets to investigate yet another consideration when identifying potential biomarkers and cutoffs: the assumption
of a monotonic relationship may not hold. If this scenario occurs it has several important implications. First, when no
relationship is found with a Cox regression a very strong relationship could still be present. Second, the predictions for
values at the extremes, i.e. patients who would be predicted to have the best or worst survival according to a Cox model,
will contain the largest errors (see the fits for SKCM in Figure 3). Third, if a non-monotonic relationship is present then a
single cutoff is inappropriate and two-cutoffs of the input variable will be needed to split patients into the appropriate two
groups.
The possibility of a non-monotonic relationship is not just theoretical. While approaches to correlate TMB to survival
have generally assumed a monotonic relationship, using a more flexible approach we have identified multiple datasets
where the relationship between TMB and survival appears more complex. This study has a few important limitations,
the first of which is that we did not undertake a more complex multivariate modeling of clinical outcome using features
such as age, stage, grade, etc. This was done on purpose as the intent of this work is to highlight how the relationship of
TMB to clinical outcome can be modeled to account for potential non-monotonic relationships and not to comprehensively
approach clinical outcome modeling across the relevant predictors. The second important limitation is related in that we
did not design these experiments such that we would be “validating” a specific TMB↔ clinical outcome correlation across
tumor type and clinical setting. Again, this was intended given the modeling focus of the work. We believe what we
have developed and presented herein has important implications for studies that investigate TMB as a predictive and/or
prognostic biomarker. Further, we show that fairly simple neural networks like we have presented here can help avoid the
pitfalls of ordinary Cox-PH based regression with respect to the potential of non-monotonic relationships.
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Methods
Code for reproducing the results in this manuscript is available at https://github.com/OmnesRes/tmb survival and has been
archived at Zenodo: https://zenodo.org/doi/10.5281/zenodo.10520419.
Modeling
Cox-PH models were implemented with lifelines version 0.27.724 and the neural nets with TensorFlow 2.1225. TMB values
were log transformed before inclusion into the models. The neural nets were designed to have two dense layers of 128
with softplus activation and a dropout of .05, followed by a dense to 1 with no activation. A batch normalization layer
was utilized to keep the output values centered at 0. This output was interpreted as the log risk and used to calculate the
negative partial likelihood, mimicking the loss of a Cox model.
When training with the real-world datasets the TMB values in the top 1% were discarded to avoid training with extreme
values. Stratified K-fold training was performed with 10 train/test splits and stratified by whether the TMB value was in the
top 20th percentile to ensure a somewhat consistent range of TMB values across training splits. For each fold the ranks of
the test fold data were recorded in order to calculate the concordance indexes of the models. To ensure a comparable loss
calculation between the neural net and Cox models lifelines was used to calculate all losses, with the predicted risks from
the neural nets being passed into a Cox model from lifelines.
Data Processing
Simulated survival data was generated by utilizing an exponential distribution26, and a uniform distribution was used for
censoring with approximately 30% of the data censored. For the simulated data only TMB values below 64 were used
since it was difficult to prevent extreme simulated risks with our quadratic equation for the non-monotonic relationship,
which highlights a potential issue of using polynomials for modeling data with a long tail.
The TCGA somatic mutation calls27 were processed as previously described to calculate exomic TMB19. Correspond-
ing clinical data were obtained from Liu. et al 20. We used all available panels in the BPC data except for VICC-01-
SOLIDTUMOR and UHN-48-V1 due to their small sizes. We used GENIE release 14.128 to obtain somatic mutations and
panel coordinates, and defined TMB as nonsynonymous mutations per Mb of panel coding sequence. We only included
patients whose pathology procedure occurred within 180 days of diagnosis.
AUTHORS’ DISCLOSURES
The authors have nothing to disclose.
ACKNOWLEDGMENTS
The results here are in whole or part based upon data generated by the TCGA Research Network. The authors would like to
acknowledge the American Association for Cancer Research and its financial and material support in the development of the
AACR Project GENIE registry, as well as members of the consortium for their commitment to data sharing. Interpretations
are the responsibility of study authors.
FUNDING
This research was supported in part by the Leon Troper Professorship in Computational Pathology at Johns Hopkins.
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