Survival filters of MLR to be available in MLR3

[mbostanara]

Hello there,

I want to run a number of machine learning algorithms with different feature selection methods on survival data using the MLR3 package. For that, I am using the Benchmark() function of MLR3.

Unfortunately, filter feature selection methods of MLR3 do not support survival, yet. However, MLR package supports survival filters as shown on this page.

I would like to request for adding the survival filters of MLR to MLR3.

Thank you

[pat-s]

@RaphaelS1 is this something you would be interested in contributing?

[RaphaelS1]

Hey, yes it is and I've read a good paper that introduces a lot of these. However I don't have time at the moment (all my mlr time is book focused)

[bblodfon]

@RaphaelS1 Do you perhaps remember the paper you mention above?

From the mlr list I see only the mRMRe that remains (all the rest are importance-based filters so they are covered).

I also found compound.Cox which may be interesting to include.

[RaphaelS1]

@bblodfon https://pubmed.ncbi.nlm.nih.gov/34498681/

[bblodfon]

Most of the fs methods in that paper weren't for survival initially (some code). From strictly survival fs methods, the carsurvscore was implemented here, I implemented univariate_cox (another standard one), so I think we are very well covered