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添加生存回归
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endymecy committed Jul 3, 2017
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  `spark ml`中,实现了`AFT` 模型,这是一个用于检查数据的参数生存回归模型。它描述了生存时间对数的模型,因此它通常被称为生存分析的对数线性模型。不同于为相同目的设计的比例风险模型(`Proportional hazards model`),
`AFT`模型更容易并行化,因为每个实例独立地贡献于目标函数。

  给定给定协变量的值$x^{}$,对于`i = 1, …, n`可能的右截尾的随机生存时间$t_{i}$,`AFT`模型的似然函数如下:
  给定给定协变量的值$x^{'}$,对于`i = 1, …, n`可能的右截尾的随机生存时间$t_{i}$,`AFT`模型的似然函数如下:

$$L(\beta,\sigma)=\prod_{i=1}^n[\frac{1}{\sigma}f_{0}(\frac{\log{t_{i}}-x^{'}\beta}{\sigma})]^{\delta_{i}}S_{0}(\frac{\log{t_{i}}-x^{'}\beta}{\sigma})^{1-\delta_{i}}$$

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