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Update terminal Nodes in survival_loss.py- Cox-Ph Model #64

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avinashbarnwal opened this issue May 11, 2019 · 0 comments
Open

Update terminal Nodes in survival_loss.py- Cox-Ph Model #64

avinashbarnwal opened this issue May 11, 2019 · 0 comments

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@avinashbarnwal
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I am not sure why we don't have any terminal nodes updates for Cox-Ph model. Please find the note of gbm package in R showing the formulas for updating the terminal nodes. It uses Newton-raphson single step update like the classification model.

Paper Link - https://cran.r-project.org/web/packages/gbm/vignettes/gbm.pdf
Code Link - https://github.com/harrysouthworth/gbm/blob/master/src/coxph.cpp

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