ml_hyperparams_srf

Internal function for getting grid of hyperparameters
for random or grid search of size = max_grid_size

Performs repeated nested cross-validation for Cox Proportionate Hazards, Cox Lasso, Survival Random Forest, and their ensemble. Returns internally validated concordance index, time-dependent area under the curve, Brier score, calibration slope, and statistical testing of non-linear ensemble outperforming the baseline Cox model. In this, it helps researchers to quantify the gain of using a more complex survival model, or justify its redundancy. Equally, it shows the performance value of the non-linear and interaction terms, and may highlight the need of further feature transformation. Further details can be found in Shamsutdinova, Stamate, Roberts, & Stahl (2022) "Combining Cox Model and Tree-Based Algorithms to Boost Performance and Preserve Interpretability for Health Outcomes" <doi:10.1007/978-3-031-08337-2_15>, where the method is described as Ensemble 1.

Diana Shamsutdinova

survcompare

Nested Cross-Validation to Compare Cox-PH, Cox-Lasso, Survival
Random Forests

Daniel Stahl

ml_hyperparams_srf function

<dl><dt>mlparams</dt>
<dd>list of params</dd>
<dt>p</dt>
<dd>number of predictors to detine mtry options</dd>
<dt>max_grid_size</dt>
<dd>grid size for tuning</dd>
<dt>dftune_size</dt>
<dd>size of the tuning data to define nodesize options</dd>
<dt>randomseed</dt>
<dd>randomseed to select the tuning grid</dd></dl>

Arguments

Internal function for getting grid of hyperparameters
for random or grid search of size = max_grid_size — ml_hyperparams_srf

<dl>

<dt>mlparams</dt>
<dd>list of params</dd>


<dt>p</dt>
<dd>number of predictors to detine mtry options</dd>


<dt>max_grid_size</dt>
<dd>grid size for tuning</dd>


<dt>dftune_size</dt>
<dd>size of the tuning data to define nodesize options</dd>


<dt>randomseed</dt>
<dd>randomseed to select the tuning grid</dd>

</dl>

ml_hyperparams_srf: Internal function for getting grid of hyperparameters for random or grid search of size = max_grid_size

Description

Usage

Arguments