Implement robust regularization in 'survival:aft' objective (#5473)

* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
This commit is contained in:
Philip Hyunsu Cho
2020-04-04 12:21:24 -07:00
committed by GitHub
parent 939973630d
commit 5fc5ec539d
9 changed files with 205 additions and 42 deletions

View File

@@ -51,4 +51,4 @@ print(df)
print(df[np.isinf(df['Label (upper bound)'])])
# Save trained model
bst.save_model('aft_model.json')
bst.save_model('aft_model.json')

View File

@@ -75,4 +75,4 @@ print(df)
print(df[np.isinf(df['Label (upper bound)'])])
# Save trained model
bst.save_model('aft_best_model.json')
bst.save_model('aft_best_model.json')