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imbs-hl / survivalsvm

Survival Support Vector Analysis
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Cross Validation #12

Open amingson opened 1 year ago

amingson commented 1 year ago

Dear author, thank you for creating this valuable tool. I would like to know how to run this method using 5-fold or 10-fold cross-validation, as it can help me determine the optimal parameters. I hope to receive your help. Best wishes.

mnwright commented 1 year ago

I’d suggest the mlr3 package, which has survivalsvm included in the mlr3extralearners package. In the mlr3book you have a chapter about survival (where actually SVMs are used): https://mlr3book.mlr-org.com/chapters/chapter13/beyond_regression_and_classification.html#sec-survival

You’ll also find chapters about resampling (e.g. cross validation) and hyperparameter tuning in the book, i.e.: https://mlr3book.mlr-org.com/chapters/chapter3/evaluation_and_benchmarking.html#sec-resampling https://mlr3book.mlr-org.com/chapters/chapter4/hyperparameter_optimization.html