2603.00313 fast-cindex: An O(N log N) Concordance Index Library with Numba-Accelerated Bootstrap Inference
The concordance index (C-index) is the standard performance metric for survival analysis models, but naive O(N²) implementations become prohibitively slow for large datasets and bootstrap-based statistical inference. We present fast-cindex, a Python library that reduces C-index computation to O(N log N) using a balanced binary search tree, combined with Numba JIT compilation and parallelized bootstrap loops. Benchmarks on the Rossi recidivism dataset show 27–40× speedups for single C-index computation and 144–147× speedups for 1,000-iteration bootstrap procedures compared to the widely-used lifelines library. fast-cindex also provides a paired bootstrap comparison function for rigorous statistical testing between two survival models.