Question: Predicting probability of survival at arbitrary times

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

313 stars 51 forks source link

Question: Predicting probability of survival at arbitrary times #33

Open esbraun opened 3 years ago

esbraun commented 3 years ago

I have a set of observations I would like to predict survival for at varying times. Is there a way to do that with this API? As best as I can tell, we are restricted to a set of time bins that must be uniform over the whole dataset.

Thank you for your assistance!

GabrielGimenez commented 3 years ago

Hi @esbraun! We actually don't have a way to get a survival at a specific time, I'll add it to future improvements.

Using Kaplan neighbours or the StackedWeibull method it's fast to predict a lot of times and then get the specific time you need. For DebiasedBCE we currently don't have a good solution.