soda-inria / hazardous

Competing Risks and Survival Analysis
https://soda-inria.github.io/hazardous/
MIT License
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max_iter vs n_iter in GradientBoostingIncidence #13

Open ogrisel opened 1 year ago

ogrisel commented 1 year ago

Currently we fix n_iter. I think we should instead implement some kind of stochastic convergence criterion (either on the training data or on held out validation split) and instead configure a max_iter and some kind of patience parameter.