survival_util.h File Reference

Utility functions, useful for implementing objective and metric functions for survival analysis. More...

#include <xgboost/parameter.h>
#include <memory>
#include <algorithm>
#include <limits>
#include "probability_distribution.h"

Go to the source code of this file.

Data Structures
struct	xgboost::common::AFTParam
	Parameter structure for AFT loss and metric. More...
struct	xgboost::common::AFTLoss< Distribution >
	The AFT loss function. More...

Namespaces
namespace	xgboost
	namespace of xgboost
namespace	xgboost::common
	Copyright 2017-2023, XGBoost Contributors.

Enumerations
enum class	CensoringType : uint8_t { kUncensored , kRightCensored , kLeftCensored , kIntervalCensored }

Functions
	DECLARE_FIELD_ENUM_CLASS (xgboost::common::ProbabilityDistributionType)
XGBOOST_DEVICE double	xgboost::common::aft::Clip (double x, double x_min, double x_max)
template<typename Distribution >
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitGradAtInfPred (CensoringType censor_type, bool sign, double sigma)
template<typename Distribution >
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitHessAtInfPred (CensoringType censor_type, bool sign, double sigma)
template<>
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitGradAtInfPred< NormalDistribution > (CensoringType censor_type, bool sign, double sigma)
template<>
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitHessAtInfPred< NormalDistribution > (CensoringType censor_type, bool sign, double sigma)
template<>
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitGradAtInfPred< LogisticDistribution > (CensoringType censor_type, bool sign, double sigma)
template<>
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitHessAtInfPred< LogisticDistribution > (CensoringType censor_type, bool sign, double sigma)
template<>
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitGradAtInfPred< ExtremeDistribution > (CensoringType censor_type, bool sign, double sigma)
template<>
XGBOOST_DEVICE double	xgboost::common::aft::GetLimitHessAtInfPred< ExtremeDistribution > (CensoringType censor_type, bool sign, double sigma)

Variables
constexpr double	xgboost::common::aft::kMinGradient = -15.0
constexpr double	xgboost::common::aft::kMaxGradient = 15.0
constexpr double	xgboost::common::aft::kMinHessian = 1e-16
constexpr double	xgboost::common::aft::kMaxHessian = 15.0
constexpr double	xgboost::common::aft::kEps = 1e-12

Detailed Description

Utility functions, useful for implementing objective and metric functions for survival analysis.

Copyright 2019-2020 by Contributors

Author

Avinash Barnwal, Hyunsu Cho and Toby Hocking