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tidymodels / censored

Parsnip wrappers for survival models
https://censored.tidymodels.org/
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I want to port over all models from xgbse to here #262

Closed brunocarlin closed 1 year ago

brunocarlin commented 1 year ago

xgbse is a package from Python that uses base survival models cox and aft from xgboost and enhances them with 4 techniques

https://loft-br.github.io/xgboost-survival-embeddings/how_xgbse_works.html

XGBSEDebiasedBCE XGBSEStackedWeibull XGBSEKaplanNeighbors XGBSEKaplanTree

And allows you to bootstrap any of them using

XGBSEBootstrapEstimator

I want to develop a port into censored. I have already started the port of cox and aft

Should I split my work into my package, or can I keep it here?

Do you have any tips if I should focus on integrating with stacks?

hfrick commented 1 year ago

Hi! :wave:

Thanks for the issue! I'd say it makes sense to put the port to the Python package in your own R package and then we can look into using that as an engine in censored. Regarding stacks: if the models are parsnip models, then stacking with {stacks} should work out of the box.

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