Add survreg support. distribution = 'weibull'

gbm-developers / gbm3

Gradient boosted models

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Add survreg support. distribution = 'weibull' #35

Open JackStat opened 9 years ago

JackStat commented 9 years ago

I think it is awesome that gbm supports survival analysis and I was wondering if it would be easy enough to add support for survival regression.

pdmetcalfe commented 9 years ago

Patches welcome!

pdmetcalfe commented 7 years ago

Revisiting this a little while later...

I'm not sure we've yet come to a really good way of handling distributions with both centrality and scale parameters that have to be fit (huberized, t are a bit of a mess). I could (in principle) see how to do the exponential distribution, but Weibull might be slightly more fun.