sksurv.ensemble.ComponentwiseGradientBoostingSurvivalAnalysis¶

class
sksurv.ensemble.
ComponentwiseGradientBoostingSurvivalAnalysis
(loss='coxph', learning_rate=0.1, n_estimators=100, subsample=1.0, dropout_rate=0, random_state=None, verbose=0)¶ Gradient boosting with componentwise least squares as base learner.
Parameters:  loss : {‘coxph’, ‘squared’, ‘ipcwls’}, optional, default: ‘coxph’
loss function to be optimized. ‘coxph’ refers to partial likelihood loss of Cox’s proportional hazards model. The loss ‘squared’ minimizes a squared regression loss that ignores predictions beyond the time of censoring, and ‘ipcwls’ refers to inverseprobability of censoring weighted least squares error.
 learning_rate : float, optional, default: 0.1
learning rate shrinks the contribution of each base learner by learning_rate. There is a tradeoff between learning_rate and n_estimators.
 n_estimators : int, default: 100
The number of boosting stages to perform. Gradient boosting is fairly robust to overfitting so a large number usually results in better performance.
 subsample : float, optional, default: 1.0
The fraction of samples to be used for fitting the individual base learners. If smaller than 1.0 this results in Stochastic Gradient Boosting. subsample interacts with the parameter n_estimators. Choosing subsample < 1.0 leads to a reduction of variance and an increase in bias.
 dropout_rate : float, optional, default: 0.0
If larger than zero, the residuals at each iteration are only computed from a random subset of base learners. The value corresponds to the percentage of base learners that are dropped. In each iteration, at least one base learner is dropped. This is an alternative regularization to shrinkage, i.e., setting learning_rate < 1.0.
 random_state : int seed, RandomState instance, or None, default: None
The seed of the pseudo random number generator to use when shuffling the data.
 verbose : int, default: 0
Enable verbose output. If 1 then it prints progress and performance once in a while (the more trees the lower the frequency). If greater than 1 then it prints progress and performance for every tree.
References
[Rc979ea0d5a381] Hothorn, T., Bühlmann, P., Dudoit, S., Molinaro, A., van der Laan, M. J., “Survival ensembles”, Biostatistics, 7(3), 35573, 2006 Attributes:  coef_ : array, shape = (n_features,)
The aggregated coefficients.
 loss_ : LossFunction
The concrete
LossFunction
object. estimators_ : list of base learners
The collection of fitted subestimators.
 train_score_ : array, shape = (n_estimators,)
The ith score
train_score_[i]
is the deviance (= loss) of the model at iterationi
on the inbag sample. Ifsubsample == 1
this is the deviance on the training data. oob_improvement_ : array, shape = (n_estimators,)
The improvement in loss (= deviance) on the outofbag samples relative to the previous iteration.
oob_improvement_[0]
is the improvement in loss of the first stage over theinit
estimator.

__init__
(self, loss='coxph', learning_rate=0.1, n_estimators=100, subsample=1.0, dropout_rate=0, random_state=None, verbose=0)¶ Initialize self. See help(type(self)) for accurate signature.
Methods
__init__
(self[, loss, learning_rate, …])Initialize self. fit
(self, X, y[, sample_weight])Fit estimator. predict
(self, X)Predict risk scores. score
(self, X, y)Attributes
coef_
Return the aggregated coefficients. feature_importances_

coef_
¶ Return the aggregated coefficients.
Returns:  coef_ : ndarray, shape = (n_features + 1,)
Coefficients of features. The first element denotes the intercept.

fit
(self, X, y, sample_weight=None)¶ Fit estimator.
Parameters:  X : arraylike, shape = (n_samples, n_features)
Data matrix
 y : structured array, shape = (n_samples,)
A structured array containing the binary event indicator as first field, and time of event or time of censoring as second field.
 sample_weight : arraylike, shape = (n_samples,), optional
Weights given to each sample. If omitted, all samples have weight 1.
Returns:  self

predict
(self, X)¶ Predict risk scores.
Parameters:  X : arraylike, shape = (n_samples, n_features)
Data matrix.
Returns:  risk_score : array, shape = (n_samples,)
Predicted risk scores.