Survival Cox Model with Likelihood Based Boosting Learner

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.

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

• Task type: “surv”

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

• Feature Types: “integer”, “numeric”

• Required Packages: mlr3, mlr3proba, mlr3extralearners, CoxBoost, pracma

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").

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

• 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.

Author

RaphaelS1

Super classes

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

Methods

Public methods

• LearnerSurvCoxboost$new()

• LearnerSurvCoxboost$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()

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Method new()

Creates a new instance of this R6 class.

Usage

LearnerSurvCoxboost$new()

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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.

Examples

learner = mlr3::lrn("surv.coxboost")
print(learner)
#> <LearnerSurvCoxboost:surv.coxboost>: Likelihood-based Boosting
#> * Model: -
#> * Parameters: list()
#> * Packages: mlr3, mlr3proba, mlr3extralearners, CoxBoost, pracma
#> * Predict Type: distr
#> * Feature types: integer, numeric
#> * Properties: weights

# available parameters:
learner$param_set$ids()
#>  [1] "unpen.index"     "standardize"     "stepno"          "penalty"        
#>  [5] "criterion"       "stepsize.factor" "sf.scheme"       "pendistmat"     
#>  [9] "connected.index" "x.is.01"         "return.score"    "trace"          
#> [13] "at.step"