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Rewrite regression to use tensorflow #10

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merged 1 commit into from
Feb 19, 2018
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erikbern
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Turns out tensorflow has implementations of the regularized incomplete gamma functions (tf.igamma) and all kinds of goodies that are already built with automatic differentiation and numeric stability and all that jazz.

Using a SGD-style optimizer also makes it a lot easier to use minibatches and stuff like that for large datasets.

Was pretty surprised how easy this was... did it in less than 2h (this is the first time ever using tensorflow too)

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erikbern commented Feb 19, 2018

Plan forward

  • merge this
  • use this for some experiments at work and make sure the gamma implementation works
  • figure out what to do with the kaplan-meier model
  • drop all old models in __init__.py and replace with regression models

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coveralls commented Feb 19, 2018

Coverage Status

Coverage increased (+1.3%) to 70.233% when pulling 40c84aa on regression-tensorflow into 2dbc6d8 on master.

@erikbern erikbern merged commit 9033f7d into master Feb 19, 2018
@erikbern erikbern deleted the regression-tensorflow branch February 19, 2018 05:02
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2 participants