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Add Accelerated Failure Time loss for survival analysis task (#4763)

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* [WIP] Add lower and upper bounds on the label for survival analysis

* Update test MetaInfo.SaveLoadBinary to account for extra two fields

* Don't clear qids_ for version 2 of MetaInfo

* Add SetInfo() and GetInfo() method for lower and upper bounds

* changes to aft

* Add parameter class for AFT; use enum's to represent distribution and event type

* Add AFT metric

* changes to neg grad to grad

* changes to binomial loss

* changes to overflow

* changes to eps

* changes to code refactoring

* changes to code refactoring

* changes to code refactoring

* Re-factor survival analysis

* Remove aft namespace

* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter

* Move function bodies out of AFTLoss, to reduce clutter

* Use smart pointer to store AFTDistribution and AFTLoss

* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity

The enum class was not a distribution itself but a distribution type

* Add AFTDistribution::Create() method for convenience

* changes to extreme distribution

* changes to extreme distribution

* changes to extreme

* changes to extreme distribution

* changes to left censored

* deleted cout

* changes to x,mu and sd and code refactoring

* changes to print

* changes to hessian formula in censored and uncensored

* changes to variable names and pow

* changes to Logistic Pdf

* changes to parameter

* Expose lower and upper bound labels to R package

* Use example weights; normalize log likelihood metric

* changes to CHECK

* changes to logistic hessian to standard formula

* changes to logistic formula

* Comply with coding style guideline

* Revert back Rabit submodule

* Revert dmlc-core submodule

* Comply with coding style guideline (clang-tidy)

* Fix an error in AFTLoss::Gradient()

* Add missing files to amalgamation

* Address @RAMitchell's comment: minimize future change in MetaInfo interface

* Fix lint

* Fix compilation error on 32-bit target, when size_t == bst_uint

* Allocate sufficient memory to hold extra label info

* Use OpenMP to speed up

* Fix compilation on Windows

* Address reviewer's feedback

* Add unit tests for probability distributions

* Make Metric subclass of Configurable

* Address reviewer's feedback: Configure() AFT metric

* Add a dummy test for AFT metric configuration

* Complete AFT configuration test; remove debugging print

* Rename AFT parameters

* Clarify test comment

* Add a dummy test for AFT loss for uncensored case

* Fix a bug in AFT loss for uncensored labels

* Complete unit test for AFT loss metric

* Simplify unit tests for AFT metric

* Add unit test to verify aggregate output from AFT metric

* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests

* Use aft_loss_param when serializing AFTObj

This is to be consistent with AFT metric

* Add unit tests for AFT Objective

* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops

* Add comments

* Remove AFT prefix from probability distribution; put probability distribution in separate source file

* Add comments

* Define kPI and kEulerMascheroni in probability_distribution.h

* Add probability_distribution.cc to amalgamation

* Remove unnecessary diff

* Address reviewer's feedback: define variables where they're used

* Eliminate all INFs and NANs from AFT loss and gradient

* Add demo

* Add tutorial

* Fix lint

* Use 'survival:aft' to be consistent with 'survival:cox'

* Move sample data to demo/data

* Add visual demo with 1D toy data

* Add Python tests

Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
This commit is contained in:
Avinash Barnwal
2020-03-25 16:52:51 -04:00
committed by GitHub
parent 1de36cdf1e
commit dcf439932a
21 changed files with 1789 additions and 15 deletions
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demo/data/veterans_lung_cancer.csv Normal file
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Survival_label_lower_bound,Survival_label_upper_bound,Age_in_years,Karnofsky_score,Months_from_Diagnosis,Celltype=adeno,Celltype=large,Celltype=smallcell,Celltype=squamous,Prior_therapy=no,Prior_therapy=yes,Treatment=standard,Treatment=test
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117.0,117.0,38.0,80.0,2.0,1,0,0,0,1,0,1,0
132.0,132.0,50.0,80.0,5.0,1,0,0,0,1,0,1,0
12.0,12.0,63.0,50.0,4.0,1,0,0,0,0,1,1,0
162.0,162.0,64.0,80.0,5.0,1,0,0,0,1,0,1,0
3.0,3.0,43.0,30.0,3.0,1,0,0,0,1,0,1,0
95.0,95.0,34.0,80.0,4.0,1,0,0,0,1,0,1,0
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216.0,216.0,52.0,50.0,15.0,0,1,0,0,1,0,1,0
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260.0,260.0,45.0,80.0,5.0,0,1,0,0,1,0,1,0
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182.0,inf,62.0,90.0,2.0,0,1,0,0,1,0,1,0
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105.0,105.0,66.0,80.0,11.0,0,1,0,0,1,0,1,0
103.0,103.0,38.0,80.0,5.0,0,1,0,0,1,0,1,0
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112.0,112.0,60.0,80.0,6.0,0,0,0,1,1,0,0,1
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242.0,242.0,70.0,50.0,1.0,0,0,0,1,1,0,0,1
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111.0,111.0,62.0,70.0,3.0,0,0,0,1,1,0,0,1
1.0,1.0,65.0,20.0,21.0,0,0,0,1,0,1,0,1
587.0,587.0,58.0,60.0,3.0,0,0,0,1,1,0,0,1
389.0,389.0,62.0,90.0,2.0,0,0,0,1,1,0,0,1
33.0,33.0,64.0,30.0,6.0,0,0,0,1,1,0,0,1
25.0,25.0,63.0,20.0,36.0,0,0,0,1,1,0,0,1
357.0,357.0,58.0,70.0,13.0,0,0,0,1,1,0,0,1
467.0,467.0,64.0,90.0,2.0,0,0,0,1,1,0,0,1
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103.0,inf,36.0,70.0,22.0,0,0,1,0,0,1,0,1
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13.0,13.0,62.0,30.0,2.0,0,0,1,0,1,0,0,1
87.0,87.0,60.0,60.0,2.0,0,0,1,0,1,0,0,1
2.0,2.0,44.0,40.0,36.0,0,0,1,0,0,1,0,1
20.0,20.0,54.0,30.0,9.0,0,0,1,0,0,1,0,1
7.0,7.0,66.0,20.0,11.0,0,0,1,0,1,0,0,1
24.0,24.0,49.0,60.0,8.0,0,0,1,0,1,0,0,1
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51.0,51.0,62.0,60.0,5.0,1,0,0,0,1,0,0,1
90.0,90.0,50.0,60.0,22.0,1,0,0,0,0,1,0,1
52.0,52.0,43.0,60.0,3.0,1,0,0,0,1,0,0,1
73.0,73.0,70.0,60.0,3.0,1,0,0,0,1,0,0,1
8.0,8.0,66.0,50.0,5.0,1,0,0,0,1,0,0,1
36.0,36.0,61.0,70.0,8.0,1,0,0,0,1,0,0,1
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7.0,7.0,58.0,40.0,4.0,1,0,0,0,1,0,0,1
140.0,140.0,63.0,70.0,3.0,1,0,0,0,1,0,0,1
186.0,186.0,60.0,90.0,3.0,1,0,0,0,1,0,0,1
84.0,84.0,62.0,80.0,4.0,1,0,0,0,0,1,0,1
19.0,19.0,42.0,50.0,10.0,1,0,0,0,1,0,0,1
45.0,45.0,69.0,40.0,3.0,1,0,0,0,1,0,0,1
80.0,80.0,63.0,40.0,4.0,1,0,0,0,1,0,0,1
52.0,52.0,45.0,60.0,4.0,0,1,0,0,1,0,0,1
164.0,164.0,68.0,70.0,15.0,0,1,0,0,0,1,0,1
19.0,19.0,39.0,30.0,4.0,0,1,0,0,0,1,0,1
53.0,53.0,66.0,60.0,12.0,0,1,0,0,1,0,0,1
15.0,15.0,63.0,30.0,5.0,0,1,0,0,1,0,0,1
43.0,43.0,49.0,60.0,11.0,0,1,0,0,0,1,0,1
340.0,340.0,64.0,80.0,10.0,0,1,0,0,0,1,0,1
133.0,133.0,65.0,75.0,1.0,0,1,0,0,1,0,0,1
111.0,111.0,64.0,60.0,5.0,0,1,0,0,1,0,0,1
231.0,231.0,67.0,70.0,18.0,0,1,0,0,0,1,0,1
378.0,378.0,65.0,80.0,4.0,0,1,0,0,1,0,0,1
49.0,49.0,37.0,30.0,3.0,0,1,0,0,1,0,0,1
1 Survival_label_lower_bound Survival_label_upper_bound Age_in_years Karnofsky_score Months_from_Diagnosis Celltype=adeno Celltype=large Celltype=smallcell Celltype=squamous Prior_therapy=no Prior_therapy=yes Treatment=standard Treatment=test
2 72.0 72.0 69.0 60.0 7.0 0 0 0 1 1 0 1 0
3 411.0 411.0 64.0 70.0 5.0 0 0 0 1 0 1 1 0
4 228.0 228.0 38.0 60.0 3.0 0 0 0 1 1 0 1 0
5 126.0 126.0 63.0 60.0 9.0 0 0 0 1 0 1 1 0
6 118.0 118.0 65.0 70.0 11.0 0 0 0 1 0 1 1 0
7 10.0 10.0 49.0 20.0 5.0 0 0 0 1 1 0 1 0
8 82.0 82.0 69.0 40.0 10.0 0 0 0 1 0 1 1 0
9 110.0 110.0 68.0 80.0 29.0 0 0 0 1 1 0 1 0
10 314.0 314.0 43.0 50.0 18.0 0 0 0 1 1 0 1 0
11 100.0 inf 70.0 70.0 6.0 0 0 0 1 1 0 1 0
12 42.0 42.0 81.0 60.0 4.0 0 0 0 1 1 0 1 0
13 8.0 8.0 63.0 40.0 58.0 0 0 0 1 0 1 1 0
14 144.0 144.0 63.0 30.0 4.0 0 0 0 1 1 0 1 0
15 25.0 inf 52.0 80.0 9.0 0 0 0 1 0 1 1 0
16 11.0 11.0 48.0 70.0 11.0 0 0 0 1 0 1 1 0
17 30.0 30.0 61.0 60.0 3.0 0 0 1 0 1 0 1 0
18 384.0 384.0 42.0 60.0 9.0 0 0 1 0 1 0 1 0
19 4.0 4.0 35.0 40.0 2.0 0 0 1 0 1 0 1 0
20 54.0 54.0 63.0 80.0 4.0 0 0 1 0 0 1 1 0
21 13.0 13.0 56.0 60.0 4.0 0 0 1 0 1 0 1 0
22 123.0 inf 55.0 40.0 3.0 0 0 1 0 1 0 1 0
23 97.0 inf 67.0 60.0 5.0 0 0 1 0 1 0 1 0
24 153.0 153.0 63.0 60.0 14.0 0 0 1 0 0 1 1 0
25 59.0 59.0 65.0 30.0 2.0 0 0 1 0 1 0 1 0
26 117.0 117.0 46.0 80.0 3.0 0 0 1 0 1 0 1 0
27 16.0 16.0 53.0 30.0 4.0 0 0 1 0 0 1 1 0
28 151.0 151.0 69.0 50.0 12.0 0 0 1 0 1 0 1 0
29 22.0 22.0 68.0 60.0 4.0 0 0 1 0 1 0 1 0
30 56.0 56.0 43.0 80.0 12.0 0 0 1 0 0 1 1 0
31 21.0 21.0 55.0 40.0 2.0 0 0 1 0 0 1 1 0
32 18.0 18.0 42.0 20.0 15.0 0 0 1 0 1 0 1 0
33 139.0 139.0 64.0 80.0 2.0 0 0 1 0 1 0 1 0
34 20.0 20.0 65.0 30.0 5.0 0 0 1 0 1 0 1 0
35 31.0 31.0 65.0 75.0 3.0 0 0 1 0 1 0 1 0
36 52.0 52.0 55.0 70.0 2.0 0 0 1 0 1 0 1 0
37 287.0 287.0 66.0 60.0 25.0 0 0 1 0 0 1 1 0
38 18.0 18.0 60.0 30.0 4.0 0 0 1 0 1 0 1 0
39 51.0 51.0 67.0 60.0 1.0 0 0 1 0 1 0 1 0
40 122.0 122.0 53.0 80.0 28.0 0 0 1 0 1 0 1 0
41 27.0 27.0 62.0 60.0 8.0 0 0 1 0 1 0 1 0
42 54.0 54.0 67.0 70.0 1.0 0 0 1 0 1 0 1 0
43 7.0 7.0 72.0 50.0 7.0 0 0 1 0 1 0 1 0
44 63.0 63.0 48.0 50.0 11.0 0 0 1 0 1 0 1 0
45 392.0 392.0 68.0 40.0 4.0 0 0 1 0 1 0 1 0
46 10.0 10.0 67.0 40.0 23.0 0 0 1 0 0 1 1 0
47 8.0 8.0 61.0 20.0 19.0 1 0 0 0 0 1 1 0
48 92.0 92.0 60.0 70.0 10.0 1 0 0 0 1 0 1 0
49 35.0 35.0 62.0 40.0 6.0 1 0 0 0 1 0 1 0
50 117.0 117.0 38.0 80.0 2.0 1 0 0 0 1 0 1 0
51 132.0 132.0 50.0 80.0 5.0 1 0 0 0 1 0 1 0
52 12.0 12.0 63.0 50.0 4.0 1 0 0 0 0 1 1 0
53 162.0 162.0 64.0 80.0 5.0 1 0 0 0 1 0 1 0
54 3.0 3.0 43.0 30.0 3.0 1 0 0 0 1 0 1 0
55 95.0 95.0 34.0 80.0 4.0 1 0 0 0 1 0 1 0
56 177.0 177.0 66.0 50.0 16.0 0 1 0 0 0 1 1 0
57 162.0 162.0 62.0 80.0 5.0 0 1 0 0 1 0 1 0
58 216.0 216.0 52.0 50.0 15.0 0 1 0 0 1 0 1 0
59 553.0 553.0 47.0 70.0 2.0 0 1 0 0 1 0 1 0
60 278.0 278.0 63.0 60.0 12.0 0 1 0 0 1 0 1 0
61 12.0 12.0 68.0 40.0 12.0 0 1 0 0 0 1 1 0
62 260.0 260.0 45.0 80.0 5.0 0 1 0 0 1 0 1 0
63 200.0 200.0 41.0 80.0 12.0 0 1 0 0 0 1 1 0
64 156.0 156.0 66.0 70.0 2.0 0 1 0 0 1 0 1 0
65 182.0 inf 62.0 90.0 2.0 0 1 0 0 1 0 1 0
66 143.0 143.0 60.0 90.0 8.0 0 1 0 0 1 0 1 0
67 105.0 105.0 66.0 80.0 11.0 0 1 0 0 1 0 1 0
68 103.0 103.0 38.0 80.0 5.0 0 1 0 0 1 0 1 0
69 250.0 250.0 53.0 70.0 8.0 0 1 0 0 0 1 1 0
70 100.0 100.0 37.0 60.0 13.0 0 1 0 0 0 1 1 0
71 999.0 999.0 54.0 90.0 12.0 0 0 0 1 0 1 0 1
72 112.0 112.0 60.0 80.0 6.0 0 0 0 1 1 0 0 1
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