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Explain meaning of predictions of boosting models in API doc #75

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peiyaoli opened this issue Aug 5, 2019 · 1 comment
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Explain meaning of predictions of boosting models in API doc #75

peiyaoli opened this issue Aug 5, 2019 · 1 comment
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@peiyaoli
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peiyaoli commented Aug 5, 2019

Hi, @sebp

In my project, I am building a survival prediction model. One of target model is XGBoost with Cox as objectives. Baseline model would be multivariate Cox regression. Is the prediction output same here? It looks like output from XGBoost is HR ratio.

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Peiyao

@sebp
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sebp commented Aug 5, 2019

For sksurv, predictions are the equivalent to the linear predictor of the traditional Cox model, thus can be interpreted as log hazard ratio.

@sebp sebp changed the title comparison with XGBoost Explain meaning of predictions of boosting models in API doc Aug 5, 2019
@sebp sebp closed this as completed in 2eba1d2 Aug 15, 2019
@sebp sebp added the question label Oct 6, 2020
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