8 #ifndef XGBOOST_COMMON_SURVIVAL_UTIL_H_ 9 #define XGBOOST_COMMON_SURVIVAL_UTIL_H_ 27 DMLC_DECLARE_FIELD(aft_loss_distribution)
32 .describe(
"Choice of distribution for the noise term in " 33 "Accelerated Failure Time model");
34 DMLC_DECLARE_FIELD(aft_loss_distribution_scale)
36 .describe(
"Scaling factor used to scale the distribution in " 37 "Accelerated Failure Time model");
44 std::unique_ptr<ProbabilityDistribution> dist_;
54 dist_type_(dist_type) {}
64 double Loss(
double y_lower,
double y_upper,
double y_pred,
double sigma);
72 double Gradient(
double y_lower,
double y_upper,
double y_pred,
double sigma);
80 double Hessian(
double y_lower,
double y_upper,
double y_pred,
double sigma);
86 #endif // XGBOOST_COMMON_SURVIVAL_UTIL_H_ AFTLoss(ProbabilityDistributionType dist_type)
Constructor for AFT loss function.
Definition: survival_util.h:52
Definition: parameter.h:84
float aft_loss_distribution_scale
Scaling factor to be applied to the distribution.
Definition: survival_util.h:25
Interface for a probability distribution.
Definition: probability_distribution.h:29
ProbabilityDistributionType
Enum encoding possible choices of probability distribution.
Definition: probability_distribution.h:24
DMLC_DECLARE_PARAMETER(AFTParam)
Definition: survival_util.h:26
The AFT loss function.
Definition: survival_util.h:42
Parameter structure for AFT loss and metric.
Definition: survival_util.h:21
DECLARE_FIELD_ENUM_CLASS(xgboost::common::ProbabilityDistributionType)
namespace of xgboost
Definition: base.h:102
Implementation of a few useful probability distributions.
macro for using C++11 enum class as DMLC parameter
ProbabilityDistributionType aft_loss_distribution
Choice of probability distribution for the noise term in AFT.
Definition: survival_util.h:23