""" Demo for survival analysis (regression) using Accelerated Failure Time (AFT) model """ import os from sklearn.model_selection import ShuffleSplit import pandas as pd import numpy as np import xgboost as xgb # The Veterans' Administration Lung Cancer Trial # The Statistical Analysis of Failure Time Data by Kalbfleisch J. and Prentice R (1980) CURRENT_DIR = os.path.dirname(__file__) df = pd.read_csv(os.path.join(CURRENT_DIR, '../data/veterans_lung_cancer.csv')) print('Training data:') print(df) # Split features and labels y_lower_bound = df['Survival_label_lower_bound'] y_upper_bound = df['Survival_label_upper_bound'] X = df.drop(['Survival_label_lower_bound', 'Survival_label_upper_bound'], axis=1) # Split data into training and validation sets rs = ShuffleSplit(n_splits=2, test_size=.7, random_state=0) train_index, valid_index = next(rs.split(X)) dtrain = xgb.DMatrix(X.values[train_index, :]) dtrain.set_float_info('label_lower_bound', y_lower_bound[train_index]) dtrain.set_float_info('label_upper_bound', y_upper_bound[train_index]) dvalid = xgb.DMatrix(X.values[valid_index, :]) dvalid.set_float_info('label_lower_bound', y_lower_bound[valid_index]) dvalid.set_float_info('label_upper_bound', y_upper_bound[valid_index]) # Train gradient boosted trees using AFT loss and metric params = {'verbosity': 0, 'objective': 'survival:aft', 'eval_metric': 'aft-nloglik', 'tree_method': 'hist', 'learning_rate': 0.05, 'aft_loss_distribution': 'normal', 'aft_loss_distribution_scale': 1.20, 'max_depth': 6, 'lambda': 0.01, 'alpha': 0.02} bst = xgb.train(params, dtrain, num_boost_round=10000, evals=[(dtrain, 'train'), (dvalid, 'valid')], early_stopping_rounds=50) # Run prediction on the validation set df = pd.DataFrame({'Label (lower bound)': y_lower_bound[valid_index], 'Label (upper bound)': y_upper_bound[valid_index], 'Predicted label': bst.predict(dvalid)}) print(df) # Show only data points with right-censored labels print(df[np.isinf(df['Label (upper bound)'])]) # Save trained model bst.save_model('aft_model.json')