xgboost::common::AFTLoss Class Reference

The AFT loss function. More...

#include <survival_util.h>

Collaboration diagram for xgboost::common::AFTLoss:

Public Member Functions
	AFTLoss (ProbabilityDistributionType dist_type)
	Constructor for AFT loss function. More...
double	Loss (double y_lower, double y_upper, double y_pred, double sigma)
	Compute the AFT loss. More...
double	Gradient (double y_lower, double y_upper, double y_pred, double sigma)
	Compute the gradient of the AFT loss. More...
double	Hessian (double y_lower, double y_upper, double y_pred, double sigma)
	Compute the hessian of the AFT loss. More...

Detailed Description

The AFT loss function.

Constructor & Destructor Documentation

AFTLoss()

xgboost::common::AFTLoss::AFTLoss ( ProbabilityDistributionType  dist_type )

inlineexplicit

Constructor for AFT loss function.

Parameters

dist_type

Choice of probability distribution for the noise term in AFT

Member Function Documentation

Gradient()

double xgboost::common::AFTLoss::Gradient	(	double	y_lower,
		double	y_upper,
		double	y_pred,
		double	sigma
	)

Compute the gradient of the AFT loss.

Parameters

y_lower	Lower bound for the true label
y_upper	Upper bound for the true label
y_pred	Predicted label
sigma	Scaling factor to be applied to the distribution of the noise term

Hessian()

double xgboost::common::AFTLoss::Hessian	(	double	y_lower,
		double	y_upper,
		double	y_pred,
		double	sigma
	)

Compute the hessian of the AFT loss.

Parameters

y_lower	Lower bound for the true label
y_upper	Upper bound for the true label
y_pred	Predicted label
sigma	Scaling factor to be applied to the distribution of the noise term

Loss()

double xgboost::common::AFTLoss::Loss	(	double	y_lower,
		double	y_upper,
		double	y_pred,
		double	sigma
	)

Compute the AFT loss.

Parameters

y_lower	Lower bound for the true label
y_upper	Upper bound for the true label
y_pred	Predicted label
sigma	Scaling factor to be applied to the distribution of the noise term

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The documentation for this class was generated from the following file:

• /workspace/src/common/survival_util.h