mlr_learners_surv.xgboost.cox: Extreme Gradient Boosting Cox Survival Learner

In mlr-org/mlr3extralearners: Extra Learners For mlr3

Extreme Gradient Boosting Cox Survival Learner

Description

eXtreme Gradient Boosting regression using a Cox Proportional Hazards objective. Calls xgboost::xgb.train() from package xgboost with objective set to survival:cox and eval_metric to cox-nloglik by default.

Details

Three types of prediction are returned for this learner:

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

2. crank: same as lp.

3. distr: a survival matrix in two dimensions, where observations are represented in rows and time points in columns. By default, the Breslow estimator is used via mlr3proba::breslow().

Initial parameter values

• nrounds is initialized to 1.

• nthread is initialized to 1 to avoid conflicts with parallelization via future.

• verbose is initialized to 0.

Dictionary

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

mlr_learners$get("surv.xgboost.cox")
lrn("surv.xgboost.cox")

Meta Information

• Task type: “surv”

• Predict Types: “crank”, “distr”, “lp”

• Feature Types: “integer”, “numeric”

• Required Packages: mlr3, mlr3proba, mlr3extralearners, xgboost

Parameters

Id	Type	Default	Levels	Range
alpha	numeric	0		[0, \infty)
base_score	numeric	0.5		(-\infty, \infty)
booster	character	gbtree	gbtree, gblinear, dart	-
callbacks	untyped	list()		-
colsample_bylevel	numeric	1		[0, 1]
colsample_bynode	numeric	1		[0, 1]
colsample_bytree	numeric	1		[0, 1]
disable_default_eval_metric	logical	FALSE	TRUE, FALSE	-
early_stopping_rounds	integer	NULL		[1, \infty)
early_stopping_set	character	none	none, train, test	-
eta	numeric	0.3		[0, 1]
feature_selector	character	cyclic	cyclic, shuffle, random, greedy, thrifty	-
feval	untyped	NULL		-
gamma	numeric	0		[0, \infty)
grow_policy	character	depthwise	depthwise, lossguide	-
interaction_constraints	untyped	-		-
iterationrange	untyped	-		-
lambda	numeric	1		[0, \infty)
lambda_bias	numeric	0		[0, \infty)
max_bin	integer	256		[2, \infty)
max_delta_step	numeric	0		[0, \infty)
max_depth	integer	6		[0, \infty)
max_leaves	integer	0		[0, \infty)
maximize	logical	NULL	TRUE, FALSE	-
min_child_weight	numeric	1		[0, \infty)
missing	numeric	NA		(-\infty, \infty)
monotone_constraints	integer	0		[-1, 1]
normalize_type	character	tree	tree, forest	-
nrounds	integer	-		[1, \infty)
nthread	integer	1		[1, \infty)
num_parallel_tree	integer	1		[1, \infty)
one_drop	logical	FALSE	TRUE, FALSE	-
print_every_n	integer	1		[1, \infty)
process_type	character	default	default, update	-
rate_drop	numeric	0		[0, 1]
refresh_leaf	logical	TRUE	TRUE, FALSE	-
sampling_method	character	uniform	uniform, gradient_based	-
sample_type	character	uniform	uniform, weighted	-
save_name	untyped	-		-
save_period	integer	-		[0, \infty)
scale_pos_weight	numeric	1		(-\infty, \infty)
seed_per_iteration	logical	FALSE	TRUE, FALSE	-
skip_drop	numeric	0		[0, 1]
strict_shape	logical	FALSE	TRUE, FALSE	-
subsample	numeric	1		[0, 1]
top_k	integer	0		[0, \infty)
tree_method	character	auto	auto, exact, approx, hist, gpu_hist	-
tweedie_variance_power	numeric	1.5		[1, 2]
updater	untyped	-		-
verbose	integer	1		[0, 2]
watchlist	untyped	NULL		-
xgb_model	untyped	-		-
device	untyped	-		-

Early stopping

Early stopping can be used to find the optimal number of boosting rounds. The early_stopping_set parameter controls which set is used to monitor the performance. By default, early_stopping_set = "none" which disables early stopping. Set early_stopping_set = "test" to monitor the performance of the model on the test set while training. The test set for early stopping can be set with the "test" row role in the mlr3::Task. Additionally, the range must be set in which the performance must increase with early_stopping_rounds and the maximum number of boosting rounds with nrounds. While resampling, the test set is automatically applied from the mlr3::Resampling. Not that using the test set for early stopping can potentially bias the performance scores.

Super classes

mlr3::Learner -> mlr3proba::LearnerSurv -> LearnerSurvXgboostCox

Methods

Public methods

• LearnerSurvXgboostCox$new()

• LearnerSurvXgboostCox$importance()

• LearnerSurvXgboostCox$clone()

Inherited methods

• mlr3::Learner$base_learner()
• mlr3::Learner$format()
• mlr3::Learner$help()
• mlr3::Learner$predict()
• mlr3::Learner$predict_newdata()
• mlr3::Learner$print()
• mlr3::Learner$reset()
• mlr3::Learner$train()

---

Method new()

Creates a new instance of this R6 class.

Usage

LearnerSurvXgboostCox$new()

---

Method importance()

The importance scores are calculated with xgboost::xgb.importance().

Usage

LearnerSurvXgboostCox$importance()

Returns

Named numeric().

---

Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerSurvXgboostCox$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Note

To compute on GPUs, you first need to compile xgboost yourself and link against CUDA. See https://xgboost.readthedocs.io/en/stable/build.html#building-with-gpu-support.

Author(s)

bblodfon

References

Chen, Tianqi, Guestrin, Carlos (2016). “Xgboost: A scalable tree boosting system.” In Proceedings of the 22nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 785–794. ACM. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1145/2939672.2939785")}.

See Also

• Dictionary of Learners: mlr3::mlr_learners.

• as.data.table(mlr_learners) for a table of available Learners in the running session (depending on the loaded packages).

• Chapter in the mlr3book: https://mlr3book.mlr-org.com/basics.html#learners

• mlr3learners for a selection of recommended learners.

• mlr3cluster for unsupervised clustering learners.

• mlr3pipelines to combine learners with pre- and postprocessing steps.

• mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.

Examples

learner = mlr3::lrn("surv.xgboost.cox")
print(learner)

# available parameters:
learner$param_set$ids()

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