Boosted Generalized Additive Survival Learner
mlr_learners_surv.gamboost.Rd
Fits a generalized additive survival model using a boosting algorithm.
Calls mboost::gamboost()
from mboost.
Meta Information
Task type: “surv”
Predict Types: “crank”, “distr”, “lp”
Feature Types: “logical”, “integer”, “numeric”, “factor”
Required Packages: mlr3, mlr3proba, mlr3extralearners, mboost, pracma
Parameters
Id | Type | Default | Levels | Range |
family | character | coxph | coxph, weibull, loglog, lognormal, gehan, cindex, custom | - |
custom.family | untyped | - | - | |
nuirange | untyped | c(0, 100) | - | |
offset | numeric | - | \((-\infty, \infty)\) | |
center | logical | TRUE | TRUE, FALSE | - |
mstop | integer | 100 | \([0, \infty)\) | |
nu | numeric | 0.1 | \([0, 1]\) | |
risk | character | inbag | inbag, oobag, none | - |
stopintern | untyped | FALSE | - | |
trace | logical | FALSE | TRUE, FALSE | - |
oobweights | untyped | NULL | - | |
baselearner | character | bbs | bbs, bols, btree | - |
dfbase | integer | 4 | \([0, \infty)\) | |
sigma | numeric | 0.1 | \([0, 1]\) | |
ipcw | untyped | 1 | - | |
na.action | untyped | stats::na.omit | - |
Prediction types
This learner returns two to three prediction types:
lp
: a vector containing the linear predictors (relative risk scores), where each score corresponds to a specific test observation. Calculated usingmboost::predict.gamboost()
. If thefamily
parameter is not"coxph"
,-lp
is returned, since non-coxph families represent AFT-style distributions where lowerlp
values indicate higher risk.crank
: same aslp
.distr
: a survival matrix in two dimensions, where observations are represented in rows and time points in columns. Calculated usingmboost::survFit()
. This prediction type is present only when thefamily
distribution parameter is equal to"coxph"
(default). By default the Breslow estimator is used for computing the baseline hazard.
References
Bühlmann, Peter, Yu, Bin (2003). “Boosting with the L 2 loss: regression and classification.” Journal of the American Statistical Association, 98(462), 324–339.
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
-> LearnerSurvGAMBoost
Methods
Method importance()
The importance scores are extracted with the function mboost::varimp()
with the default arguments.
Returns
Named numeric()
.
Method selected_features()
Selected features are extracted with the function
mboost::variable.names.mboost()
, with
used.only = TRUE
.
Examples
lrn("surv.gamboost")
#> <LearnerSurvGAMBoost:surv.gamboost>: Boosted Generalized Additive Model
#> * Model: -
#> * Parameters: family=coxph
#> * Packages: mlr3, mlr3proba, mlr3extralearners, mboost, pracma
#> * Predict Types: [crank], distr, lp
#> * Feature Types: logical, integer, numeric, factor
#> * Properties: importance, selected_features, weights