For this engine, there is a single mode: censored regression
This model has 5 tuning parameters:
mtry
: # Randomly Selected Predictors (type: integer, default: see below)
trees
: # Trees (type: integer, default: 100L)
tree_depth
: Tree Depth (type: integer, default: 2L)
min_n
: Minimal Node Size (type: integer, default: 10L)
loss_reduction
: Minimum Loss Reduction (type: double, default: 0)
The mtry
parameter is related to the number of predictors. The default is to use all predictors.
The censored extension package is required to fit this model.
library(censored)
boost_tree() %>%
set_engine("mboost") %>%
set_mode("censored regression") %>%
translate()
## Boosted Tree Model Specification (censored regression)
##
## Computational engine: mboost
##
## Model fit template:
## censored::blackboost_train(formula = missing_arg(), data = missing_arg(),
## weights = missing_arg(), family = mboost::CoxPH())
censored::blackboost_train()
is a wrapper around [mboost::blackboost()] (and other functions) that makes it easier to run this model.
This engine does not require any special encoding of the predictors. Categorical predictors can be partitioned into groups of factor levels (e.g. {a, c}
vs {b, d}
) when splitting at a node. Dummy variables are not required for this model.
Predictions of type "time"
are predictions of the mean survival time.
Buehlmann P, Hothorn T. 2007. Boosting algorithms: regularization, prediction and model fitting. Statistical Science, 22(4), 477–505.
Kuhn, M, and K Johnson. 2013. Applied Predictive Modeling. Springer.
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