Survival Cox-Time Learner
mlr_learners_surv.coxtime.RdCox-Time survival model.
Calls survivalmodels::coxtime() from package 'survivalmodels'.
Prediction types
This learner returns two prediction types:
distr: a survival matrix in two dimensions, where observations are represented in rows and time points in columns. Calculated using the internalsurvivalmodels::predict.pycox()function.crank: the expected mortality usingsurvivalmodels::surv_to_risk().
Meta Information
Task type: “surv”
Predict Types: “crank”, “distr”
Feature Types: “integer”, “numeric”
Required Packages: mlr3, mlr3proba, mlr3extralearners, survivalmodels, distr6, reticulate
Parameters
| Id | Type | Default | Levels | Range |
| frac | numeric | 0 | \([0, 1]\) | |
| standardize_time | logical | FALSE | TRUE, FALSE | - |
| log_duration | logical | FALSE | TRUE, FALSE | - |
| with_mean | logical | TRUE | TRUE, FALSE | - |
| with_std | logical | TRUE | TRUE, FALSE | - |
| num_nodes | untyped | c(32L, 32L) | - | |
| batch_norm | logical | TRUE | TRUE, FALSE | - |
| dropout | numeric | - | \([0, 1]\) | |
| activation | character | relu | celu, elu, gelu, glu, hardshrink, hardsigmoid, hardswish, hardtanh, relu6, leakyrelu, ... | - |
| device | untyped | - | - | |
| shrink | numeric | 0 | \([0, \infty)\) | |
| optimizer | character | adam | adadelta, adagrad, adam, adamax, adamw, asgd, rmsprop, rprop, sgd, sparse_adam | - |
| rho | numeric | 0.9 | \((-\infty, \infty)\) | |
| eps | numeric | 1e-08 | \((-\infty, \infty)\) | |
| lr | numeric | 1 | \((-\infty, \infty)\) | |
| weight_decay | numeric | 0 | \((-\infty, \infty)\) | |
| learning_rate | numeric | 0.01 | \((-\infty, \infty)\) | |
| lr_decay | numeric | 0 | \((-\infty, \infty)\) | |
| betas | untyped | c(0.9, 0.999) | - | |
| amsgrad | logical | FALSE | TRUE, FALSE | - |
| lambd | numeric | 1e-04 | \([0, \infty)\) | |
| alpha | numeric | 0.75 | \([0, \infty)\) | |
| t0 | numeric | 1e+06 | \((-\infty, \infty)\) | |
| momentum | numeric | 0 | \((-\infty, \infty)\) | |
| centered | logical | TRUE | TRUE, FALSE | - |
| etas | untyped | c(0.5, 1.2) | - | |
| step_sizes | untyped | c(1e-06, 50) | - | |
| dampening | numeric | 0 | \((-\infty, \infty)\) | |
| nesterov | logical | FALSE | TRUE, FALSE | - |
| batch_size | integer | 256 | \((-\infty, \infty)\) | |
| epochs | integer | 1 | \([1, \infty)\) | |
| verbose | logical | TRUE | TRUE, FALSE | - |
| num_workers | integer | 0 | \((-\infty, \infty)\) | |
| shuffle | logical | TRUE | TRUE, FALSE | - |
| best_weights | logical | FALSE | TRUE, FALSE | - |
| early_stopping | logical | FALSE | TRUE, FALSE | - |
| min_delta | numeric | 0 | \((-\infty, \infty)\) | |
| patience | integer | 10 | \((-\infty, \infty)\) |
Installation
Package 'survivalmodels' is not on CRAN and has to be install from GitHub via
remotes::install_github("RaphaelS1/survivalmodels").
References
Kvamme, Håvard, Borgan Ø, Scheel I (2019). “Time-to-event prediction with neural networks and Cox regression.” arXiv preprint arXiv:1907.00825.
See also
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.
Super classes
mlr3::Learner -> mlr3proba::LearnerSurv -> LearnerSurvCoxtime
Examples
lrn("surv.coxtime")
#>
#> ── <LearnerSurvCoxtime> (surv.coxtime): Cox-Time Estimator ─────────────────────
#> • Model: -
#> • Parameters: list()
#> • Packages: mlr3, mlr3proba, mlr3extralearners, survivalmodels, distr6, and
#> reticulate
#> • Predict Types: [crank] and distr
#> • Feature Types: integer and numeric
#> • Encapsulation: none (fallback: -)
#> • Properties:
#> • Other settings: use_weights = 'error'