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bbalasub1 / glmnet_python

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CV for cox models #10

Closed edlee123 closed 7 years ago

edlee123 commented 7 years ago

Hello, Thank you for putting this together. I'm thinking about helping out for CV for cox model. Would the structure be much like implementation of cv of logistic glmnet? Or is there any trickyness to be aware?

hanfang commented 7 years ago

Hi there,

You could try to follow the current code structure to make a pull request. I think the critical thing to do is to benchmark the implementation. Make sure we can get expected results like the ones from the below: https://github.com/bbalasub1/glmnet_python/blob/master/test/glmnet_examples.ipynb

We should be using the testing data from here. If you are interested in making a pull request, feel free to let us know. I will be happy to do a code review later. Thanks.

Best, Han