Xsurv.cv | R Documentation |
This function can use cv to automatically tuning the paramter to fit the survival model for xgboost and lightgbm.
Xsurv.cv( datax, datay, top_n = NULL, option = c("defaut", "xgb", "lgb", "gbm", "rf"), method = c("defaut", "pl", "C"), search = c("rd", "grid"), nfolds = 5, cvfrac = 0.8, rdtime = 10, nround = NULL, Lambda = NULL, Alpha = NULL, Eta = NULL, early_stopping_rounds = NULL, cp = NULL, maxdpth = NULL )
datax |
X data set |
datay |
Y data set including time and event status |
top_n |
number of top features for survival tree fitting |
option |
model fitting option,defaut is xgb |
method |
fitting metohd,defaut is 'pl' means using loss function:coxph likelihood |
nfolds |
number of folds for crossvalidation |
early_stopping_rounds |
force a stopping round |
number |
of rounds |
lambda |
l1 penalty parameter |
alpha |
l2 penalty parameter |
eta |
learning rate |
a list object containing:model,cindex,tree,SHAP and risk
#example library(survival) library(Xsurv) data(lung) mydata<-(lung[,-1]) mydata[,2]<-mydata[,2]-1 length(mydata[,1]) names(mydata)<-colnames(mydata) datay_train<-mydata[1:180,c(1,2)] datax_train<-mydata[1:180,-c(1,2)] datay_test<-mydata[181:228,c(1,2)] datax_test<-mydata[181:228,-c(1,2)] xs<-Xsurv(datax_train,datay_train,top_n = 5,cp=0.01) #xs<-Xsurv.cv(datax_train,datay_train,top_n=5) xm<-xs$model xtree<-xs$tree x_ctree<-xtree$tree2 #plot(x_ctree) shap=xs$SHAP shap risk=xs$risk fit=risk$fit #plot(fit) #prediction pre_time<-pre<-Xsurv_predict(xm,datax_train,datay_train,datax_test) #predict survival probabilty pre_x<-Xsurv_predict_sv(xm,datax_train,datay_train,datax_test[1,]) plot(pre_x)
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