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
2020-04-04 12:21:24 -07:00
parent 939973630d
commit 5fc5ec539d
9 changed files with 205 additions and 42 deletions
--- a/doc/tutorials/index.rst
+++ b/doc/tutorials/index.rst
@@ -18,6 +18,7 @@ See `Awesome XGBoost <https://github.com/dmlc/xgboost/tree/master/demo>`_ for mo
  monotonic
  rf
  feature_interaction_constraint
+  aft_survival_analysis
  input_format
  param_tuning
  external_memory