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Update docs/examples/example_survival.ipynb
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Co-authored-by: AronPapQC <[email protected]>
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FrancescMartiEscofetQC and AronPapQC authored Jul 4, 2024
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"\n",
"To address these issues, we need to construct a model to act as the nuisance model. Here's how we can address the associated problems:\n",
"\n",
"* **Time to event prediction:** The principle to remember is that this nuisance model, when invoking the ``predict`` method, must return a time to event prediction for each observation. In this case, we will employ [``xgboost`` with Accelerated Failure Time](https://xgboost.readthedocs.io/en/stable/tutorials/aft_survival_analysis.html), since its output is inherently the time to event. However, other models may necessitate integration over the survival function or necessitate other transformations.\n",
"* **Time to event prediction:** The principle to remember is that this nuisance model, when invoking the ``predict`` method, must return a time to event prediction for each observation. In this case, we will employ [``xgboost`` with Accelerated Failure Time](https://xgboost.readthedocs.io/en/stable/tutorials/aft_survival_analysis.html), since its output is inherently the time to event. However, other models may necessitate integration over the survival function or require other transformations to get expected survival time predictions.\n",
"\n",
"* **Censoring Support:** For handling this issue, we keep ``y`` as is. If the event was observed, the value represents when it occurred, and if not observed, it is the censoring time. We then augment the ``X`` dataset with an extra column (which won't be passed to the model), labeled ``\"censored\"``, indicating whether the observation was censored or not. This column aids in constructing the upper and lower bounds for the output label from the model.\n",
"\n",
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