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havakv avatar havakv commented on August 23, 2024

As this was not an issue with the code, but instead a specific question of modeling, it was answered through email. We had a nice conversation.
A summary of our conversation:

  1. One cannot really expect neural networks to perform well with that many input variables and that few samples. So some reduction of the feature space is necessary and an AE might be a reasonable approach. For the record, the input is not an image.
    One can create an architecture that combines the AE with the N-MTLR by letting the network have two outputs and use a loss function that is a weighted sum of the AE loss and the survival loss. I'm planning to give an example of this in the future, as it nicely illustrates how one can extend the implemented models.

  2. This is a reference to the interpretation of the estimated parameters of a Cox proportional hazards regression with a linear risk function. There is not an equivalent interpretation of the parameters of a neural network.

  3. The survival estimates are typically a pandas DataFrame, at least if they are obtained with surv = model.predict_surv_df(x), meaning they can be stored to a csv file with for example surv.to_csv('myfile.csv').

from pycox.

scikitting avatar scikitting commented on August 23, 2024

from pycox.

havakv avatar havakv commented on August 23, 2024

For completeness, there is now an example of how one can combine an autoencoder with a survival model. The example use the LogisticHazard rather than MTLR, it is straight forward to use MTLR instead.
The example can be found at 03_network_architectures.ipynb

from pycox.

scikitting avatar scikitting commented on August 23, 2024

from pycox.

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