survreg (AFT) vs IntervalRegressionCV(squared hinge) loss

[tdhock]

https://tdhock.github.io/change-tutorial/Supervised.html#learning-and-prediction

[tdhock]

?survival::survreg in R says

     Kalbfleisch, J. D. and Prentice, R. L., The statistical analysis
     of failure time data, Wiley, 2002.

[tdhock]

Ping Wang, Yan Li, and Chandan K. Reddy. “Machine Learning for Survival Analysis: a Survey”. In: ACM Computing Surveys 51.6 (Feb. 2019). i s s n: 0360-0300. d o i: 10.1145/3214306. u r l: https://doi.org/10.1145/3214306.

[tdhock]

https://arxiv.org/pdf/2006.04920 my xgboost AFT loss paper

[tdhock]

https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html maybe try normal xgboost