mlr_learners_surv.coxboost: Survival Cox Model with Likelihood Based Boosting Learner

mlr_learners_surv.coxboostR Documentation

Survival Cox Model with Likelihood Based Boosting Learner

Description

Fit a Survival Cox model with a likelihood based boosting algorithm. Calls CoxBoost::CoxBoost() from package 'CoxBoost'.

Details

Use LearnerSurvCoxboost and LearnerSurvCVCoxboost for Cox boosting without and with internal cross-validation of boosting step number, respectively. Tuning using the internal optimizer in LearnerSurvCVCoxboost may be more efficient when tuning stepno only. However, for tuning multiple hyperparameters, mlr3tuning and LearnerSurvCoxboost will likely give better results.

Three prediction types are returned for this learner, using the internal predict.CoxBoost() function:

  1. lp: a vector of linear predictors (relative risk scores), one per observation.

  2. crank: same as lp.

  3. distr: a 2d survival matrix, with observations as rows and time points as columns. The internal transformation uses the Breslow estimator to compose the survival distributions from the lp predictions.

Dictionary

This Learner can be instantiated via the dictionary mlr_learners or with the associated sugar function lrn():

mlr_learners$get("surv.coxboost")
lrn("surv.coxboost")

Meta Information

Parameters

Id Type Default Levels Range
unpen.index untyped - -
standardize logical TRUE TRUE, FALSE -
stepno integer 100 [0, \infty)
penalty numeric - (-\infty, \infty)
criterion character pscore pscore, score, hpscore, hscore -
stepsize.factor numeric 1 (-\infty, \infty)
sf.scheme character sigmoid sigmoid, linear -
pendistmat untyped - -
connected.index untyped - -
x.is.01 logical FALSE TRUE, FALSE -
return.score logical TRUE TRUE, FALSE -
trace logical FALSE TRUE, FALSE -
at.step untyped - -

Installation

The package 'CoxBoost' is not on CRAN and has to be installed from GitHub using remotes::install_github("binderh/CoxBoost").

Super classes

mlr3::Learner -> mlr3proba::LearnerSurv -> LearnerSurvCoxboost

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage
LearnerSurvCoxboost$new()

Method selected_features()

Returns the set of selected features which have non-zero coefficients. Calls the internal coef.CoxBoost() function.

Usage
LearnerSurvCoxboost$selected_features(at_step = NULL)
Arguments
at_step

(integer(1))
Which boosting step to get the coefficients for. If no step is given (default), the final boosting step is used.

Returns

(character()) vector of feature names.


Method clone()

The objects of this class are cloneable with this method.

Usage
LearnerSurvCoxboost$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

Author(s)

RaphaelS1

References

Binder, Harald, Allignol, Arthur, Schumacher, Martin, Beyersmann, Jan (2009). “Boosting for high-dimensional time-to-event data with competing risks.” Bioinformatics, 25(7), 890–896.

See Also

Examples

learner = mlr3::lrn("surv.coxboost")
print(learner)

# available parameters:
learner$param_set$ids()

mlr-org/mlr3extralearners documentation built on April 13, 2024, 5:25 a.m.