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Added a fitter_kwargs argument to k_fold_cross_validation utility function #212

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merged 7 commits into from Dec 21, 2015
Merged

Added a fitter_kwargs argument to k_fold_cross_validation utility function #212

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dc5f967
Removed blocking line from lifeline plotting
Dec 4, 2015
98ad81d
Added a fitter_kwargs argument to k_fold_cross_validation utility fun…
Dec 21, 2015
c36daa8
Added a fitter_kwargs argument to k_fold_cross_validation utility fun…
Dec 21, 2015
dd712e3
Merge branch 'cv-fitter-kwargs'
Dec 21, 2015
a154334
Merge branch 'cv-fitter-kwargs'
Dec 21, 2015
d42a010
Merge branch 'master' of https://github.com/cosmicBboy/lifelines
Dec 21, 2015
773670a
Update plotting.py
cosmicBboy Dec 21, 2015
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7 changes: 5 additions & 2 deletions lifelines/utils/__init__.py
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Expand Up @@ -416,7 +416,8 @@ def AandS_approximation(p):

def k_fold_cross_validation(fitters, df, duration_col, event_col=None,
k=5, evaluation_measure=concordance_index,
predictor="predict_median", predictor_kwargs={}):
predictor="predict_median", fitter_kwargs={},
predictor_kwargs={}):
"""
Perform cross validation on a dataset. If multiple models are provided,
all models will train on each of the k subsets.
Expand All @@ -443,6 +444,7 @@ def k_fold_cross_validation(fitters, df, duration_col, event_col=None,
Default is "predict_median"
The interface for the method is:
predict(self, data, **optional_kwargs)
fitter_kwargs: keyword args to pass into fitter.fit method
predictor_kwargs: keyword args to pass into predictor-method.

Returns:
Expand Down Expand Up @@ -482,7 +484,8 @@ def k_fold_cross_validation(fitters, df, duration_col, event_col=None,

for fitter, scores in zip(fitters, fitterscores):
# fit the fitter to the training data
fitter.fit(training_data, duration_col=duration_col, event_col=event_col)
fitter.fit(training_data, duration_col=duration_col,
event_col=event_col, **fitter_kwargs)
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👍

T_pred = getattr(fitter, predictor)(X_testing, **predictor_kwargs).values

try:
Expand Down