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loft-br / xgboost-survival-embeddings

Improving XGBoost survival analysis with embeddings and debiased estimators
https://loft-br.github.io/xgboost-survival-embeddings/
Apache License 2.0
321 stars 53 forks source link

Time varying survival regression #24

Open jayantsahewal opened 3 years ago

jayantsahewal commented 3 years ago

Hi Team,

Awesome work on this! Really looking forward to trying it out.

I looked through the documentation and I wasn't sure if I am not looking at the right place but does the package allow covariates to change over time, as explained below. https://lifelines.readthedocs.io/en/latest/Time%20varying%20survival%20regression.html

Best, Jayant

GabrielGimenez commented 3 years ago

Hi Jayant, We currently don't have any way to deal with time varying features, but it's a really interesting problem. We'll keep an eye on it and see if we can implement something like this in the future.

davivieirab commented 3 years ago

Hello, @jayantsahewal . Thank you for the feedback and reference! As Gabriel mentioned, the current interface does not make it possible for users to use time varying features.

Despite that, XGBSEDebiasedBCE is able to retrieve information using these type of features. Since it works fitting multiple logistic regression for each time bucket we can definitely use time varying features as input for these LRs. The current implementation does not offer this functionality, but it is in our roadmap to adapt the module to support it.

As immediate actionable, we will point it out in the documentation.

onacrame commented 3 years ago

Would find this functionality very useful