def test_oob_too_little_estimators(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=3,
oob_score=True,
random_state=2)
with pytest.warns(UserWarning,
match="Some inputs do not have OOB scores. "
"This probably means too few trees were used "
"to compute any reliable oob estimates."):
forest.fit(whas500.x, whas500.y)
def test_fit_no_bootstrap(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=10, bootstrap=False, random_state=2)
forest.fit(whas500.x, whas500.y)
pred = forest.predict(whas500.x)
expected_c = (0.931881994437717, 70030, 5119, 0, 14)
assert_cindex_almost_equal(
whas500.y["fstat"], whas500.y["lenfol"], pred, expected_c)
def test_fit_with_small_max_samples(make_whas500):
whas500 = make_whas500(to_numeric=True)
# First fit with no restriction on max samples
est1 = RandomSurvivalForest(
n_estimators=1,
random_state=1,
max_samples=None,
)
# Second fit with max samples restricted to just 2
est2 = RandomSurvivalForest(
n_estimators=1,
random_state=1,
max_samples=2,
)
est1.fit(whas500.x, whas500.y)
est2.fit(whas500.x, whas500.y)
tree1 = est1.estimators_[0].tree_
tree2 = est2.estimators_[0].tree_
msg = "Tree without `max_samples` restriction should have more nodes"
assert tree1.node_count > tree2.node_count, msg
def test_predict_step_function_warning(make_whas500, func):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=3,
oob_score=True,
random_state=2)
forest.fit(whas500.x, whas500.y)
pred_fn = getattr(forest, func)
with pytest.warns(
FutureWarning,
match="{} will return an array of StepFunction instances in 0.14".
format(func)):
pred_fn(whas500.x)
def test_pipeline_predict(breast_cancer, func):
X_str, _ = load_breast_cancer()
X_num, y = breast_cancer
est = RandomSurvivalForest(n_estimators=10, random_state=1)
est.fit(X_num[10:], y[10:])
pipe = make_pipeline(OneHotEncoder(),
RandomSurvivalForest(n_estimators=10, random_state=1))
pipe.fit(X_str[10:], y[10:])
tree_pred = getattr(est, func)(X_num[:10], return_array=True)
pipe_pred = getattr(pipe, func)(X_str[:10], return_array=True)
assert_array_almost_equal(tree_pred, pipe_pred)
def test_fit_predict(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(random_state=2)
forest.fit(whas500.x, whas500.y)
assert len(forest.estimators_) == 100
pred = forest.predict(whas500.x)
assert numpy.isfinite(pred).all()
assert numpy.all(pred >= 0)
expected_c = (0.9026201280123488, 67831, 7318, 0, 14)
assert_cindex_almost_equal(whas500.y["fstat"], whas500.y["lenfol"], pred,
expected_c)
def fit_regressors(self, features, performances, random_state):
imputer = [SimpleImputer() for _ in range(self.num_algorithms)]
scaler = [StandardScaler() for _ in range(self.num_algorithms)]
models = [
RandomSurvivalForest(
n_estimators=self.n_estimators,
min_samples_split=self.min_samples_split,
min_samples_leaf=self.min_samples_leaf,
min_weight_fraction_leaf=self.min_weight_fraction_leaf,
max_features=self.max_features,
bootstrap=self.bootstrap,
oob_score=self.oob_score,
n_jobs=1,
random_state=random_state) for _ in range(self.num_algorithms)
]
for alg_id in range(self.num_algorithms):
# prepare survival forest dataset and split the data accordingly
X_train, Y_train = self.construct_dataset_for_algorithm_id(
features, performances, alg_id, self.algorithm_cutoff_time)
X_train = imputer[alg_id].fit_transform(features)
X_train = scaler[alg_id].fit_transform(X_train)
models[alg_id].fit(X_train, Y_train)
return imputer, scaler, models
def test_predict_step_function(make_whas500, func):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=10, random_state=2)
forest.fit(whas500.x[10:], whas500.y[10:])
pred_fn = getattr(forest, func)
ret_array = pred_fn(whas500.x[:10], return_array=True)
fn_array = pred_fn(whas500.x[:10], return_array=False)
assert ret_array.shape[0] == fn_array.shape[0]
for fn, arr in zip(fn_array, ret_array):
assert_array_almost_equal(fn.x, forest.event_times_)
assert_array_almost_equal(fn.y, arr)
def _random_survival_forest(formatted_x, formatted_y, test_size, n_estimators,
min_samples_split, min_samples_leaf, max_features,
random_state):
x_train, x_test, y_train, y_test = train_test_split(
formatted_x,
formatted_y,
test_size=test_size,
random_state=random_state)
cur_rsf = RandomSurvivalForest(n_estimators=n_estimators,
min_samples_split=min_samples_split,
min_samples_leaf=min_samples_leaf,
max_features=max_features,
n_jobs=-1,
random_state=random_state)
cur_rsf.fit(x_train, y_train)
return cur_rsf.score(x_test, y_test)
def test_fit_predict_chf(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=10, random_state=2)
forest.fit(whas500.x, whas500.y)
assert len(forest.estimators_) == 10
chf = forest.predict_cumulative_hazard_function(whas500.x)
assert chf.shape == (500, forest.event_times_.shape[0])
assert numpy.isfinite(chf).all()
assert numpy.all(chf >= 0.0)
vals, counts = numpy.unique(chf[:, 0], return_counts=True)
assert vals[0] == 0.0
assert numpy.max(counts) == counts[0]
d = numpy.apply_along_axis(numpy.diff, 1, chf)
assert (d >= 0).all()
def test_fit_predict_surv(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=10, random_state=2)
forest.fit(whas500.x, whas500.y)
assert len(forest.estimators_) == 10
surv = forest.predict_survival_function(whas500.x)
assert surv.shape == (500, forest.event_times_.shape[0])
assert numpy.isfinite(surv).all()
assert numpy.all(surv >= 0.0)
assert numpy.all(surv <= 1.0)
vals, counts = numpy.unique(surv[:, 0], return_counts=True)
assert vals[-1] == 1.0
assert numpy.max(counts) == counts[-1]
d = numpy.apply_along_axis(numpy.diff, 1, surv)
assert (d <= 0).all()
def test_oob_score(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(oob_score=True,
bootstrap=False,
random_state=2)
with pytest.raises(ValueError,
match="Out of bag estimation only available "
"if bootstrap=True"):
forest.fit(whas500.x, whas500.y)
forest.set_params(bootstrap=True)
forest.fit(whas500.x, whas500.y)
assert forest.oob_prediction_.shape == (whas500.x.shape[0], )
assert round(abs(forest.oob_score_ - 0.753010685), 6) == 0.0
def __init__(self, n_estimators=100):
super(RandomSurvForest, self).__init__()
# super().__init__()
self.n_estimators = n_estimators
self.name = 'RandomSurvForest'
self.model = RandomSurvivalForest(n_estimators=self.n_estimators)
self.direction = 1
self.prob_FLAG = True
self.explained = "*Random Survival Forest"
self.image_name = "RandomSurvForest.png"
self.image_size = (500, 500)
def test_fit_int_time(make_whas500):
whas500 = make_whas500(to_numeric=True)
y = whas500.y
y_int = numpy.empty(y.shape[0],
dtype=[(y.dtype.names[0], bool),
(y.dtype.names[1], int)])
y_int[:] = y
forest_f = RandomSurvivalForest(oob_score=True, random_state=2).fit(
whas500.x[50:], y[50:])
forest_i = RandomSurvivalForest(oob_score=True, random_state=2).fit(
whas500.x[50:], y_int[50:])
assert len(forest_f.estimators_) == len(forest_i.estimators_)
assert forest_f.n_features_ == forest_i.n_features_
assert forest_f.oob_score_ == forest_i.oob_score_
assert_array_almost_equal(forest_f.event_times_, forest_i.event_times_)
pred_f = forest_f.predict(whas500.x[:50])
pred_i = forest_i.predict(whas500.x[:50])
assert_array_almost_equal(pred_f, pred_i)
'T2w_contrast_mean']], data[['tum_vol', 'ADC_ave', 'T2w_ave']],
data[['tum_area_from_vol', 'dens_ADCT2w']], data[['init_tum_area']],
data[['TTum330_alphaG1120_vd02']]
]
y = np.zeros(76,
dtype={
'names': ('bio_rec_6', 'bio_rec_6_delay'),
'formats': ('bool', 'int')
})
y['bio_rec_6'] = data[['bio_rec_6']].to_numpy().ravel()
y['bio_rec_6_delay'] = data[['bio_rec_6_delay']].to_numpy().ravel()
#rsf = RandomSurvivalForest(n_estimators = 100, min_samples_split = 10,
# min_samples_leaf = 15, max_features = "sqrt")
rsf = RandomSurvivalForest(n_estimators=100, min_samples_leaf=15)
scores = np.zeros((N, len(tx)))
for j in range(N):
cv = StratifiedKFold(n_splits=K, shuffle=True)
for i, x in enumerate(tx):
x = x.to_numpy()
for k, (train, test) in enumerate(cv.split(x, y['bio_rec_6'])):
xtrain, ytrain = x[train], y[train]
xtest, ytest = x[test], y[test]
rsf.fit(xtrain, ytrain)
scores[j, i] += rsf.score(xtest, ytest)
scores /= K
mean_scores = np.mean(scores, axis=0)
def test_fit_max_samples(make_whas500, max_samples, exc_type, exc_msg):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(max_samples=max_samples)
with pytest.raises(exc_type, match=exc_msg):
forest.fit(whas500.x, whas500.y)
def test_regression(self):
seed = 15
train_performances = self.train_performances
train_features = self.train_inst
test_performances = self.test_performances
test_features = self.test_inst
# print(train_performances)
# melted_train_performances = pd.melt(train_performances.reset_index(
# ), id_vars="index", value_name="performance", var_name="algorithm")
# print(melted_train_performances)
# joined_train_data = train_features.join(
# melted_train_performances.set_index("index"))
# joined_train_data["algorithm"] = joined_train_data["algorithm"].astype(
# "category")
# for index, algorithm in enumerate(self.algorithms):
# train_data = encoder.fit_transform(joined_train_data)
dataset = []
indices = []
for inst_index, row in train_performances.iterrows():
for alg_index, algorithm in enumerate(self.algorithms):
cur_features = self.train_inst.loc[inst_index]
alg_enc = len(self.algorithms) * [0]
alg_enc[alg_index] = 1
alg_one_hot = pd.Series(alg_enc, index=self.algorithms)
cur_performance = row.loc[algorithm]
new_row = cur_features.append(alg_one_hot).append(
pd.Series(data=[cur_performance], index=["performance"]))
dataset.append(new_row)
indices.append(inst_index)
df_train = pd.DataFrame(dataset, index=indices)
print(df_train)
X_train = df_train.iloc[:, :-1]
y_train = df_train.iloc[:, -1]
# X_test = test_data.iloc[:, :-1]
# y_test = test_data.iloc[:, -1]
X_train = X_train.to_numpy().astype(np.float64)
y_train = y_train.to_numpy().astype(np.float64)
mask = y_train <= 2500.0
timeouted_runs = ~mask
# the time at which the observation ends is actually the cutoff, not the par10
y_train[timeouted_runs] = 700.0
structured_y_train = np.rec.fromarrays([mask, y_train],
names="terminated,runtime")
print(structured_y_train)
model = RandomSurvivalForest(n_estimators=100,
n_jobs=1,
random_state=seed)
print("Starting to fit model")
model.fit(X_train, structured_y_train)
# evaluate model
result_data_rsf = []
for index, row in test_features.iterrows():
predicted_performances = []
# predicted_performances = [-1] * len(
# test_scenario.performance_data.columns)
for alg_index, algorithm in enumerate(self.algorithms):
# print(algorithm)
cur_features = row
alg_enc = len(self.algorithms) * [0]
alg_enc[alg_index] = 1
alg_one_hot = pd.Series(alg_enc, index=self.algorithms)
new_row = cur_features.append(alg_one_hot)
new_row_np = new_row.to_numpy().astype(np.float64).reshape(
1, -1)
predicted_performance = model.predict(new_row_np)
predicted_performances.append(predicted_performance[0])
result_data_rsf.append([index, *predicted_performances])
performance_cols = [x + "_performance" for x in self.algorithms]
result_columns_rsf = ["problem_instance"]
result_columns_rsf += performance_cols
results_rsf = pd.DataFrame(data=result_data_rsf,
columns=result_columns_rsf)
print(results_rsf)
taus = []
for index, row in self.test_performances.iterrows():
true_performances = row.to_numpy()
true_ranking = np.argsort(true_performances)
predicted_scores = results_rsf.loc[index].to_numpy()[1:]
predicted_ranking = np.argsort(predicted_scores)[::-1]
print("true", true_performances[true_ranking])
print("predicted", predicted_scores[predicted_ranking])
print(predicted_scores)
print()
print("argmax", np.argmax(predicted_scores))
print("true ranking", true_ranking)
print("predicted ranking", predicted_ranking)
print("\n")
# print("predicted scores", predicted_scores)
taus.append(kendalltau(true_ranking, predicted_ranking)[0])
print("taus", taus)
print("Average Kendalls tau", np.mean(taus))
sort=False).astype(np.float64)
output_train['SurvivalTime'] = output_train['SurvivalTime'].astype(np.float64)
random_state = 20
X_train, X_test, y_train, y_test = train_test_split(
features_RTF,
output_train.to_records(index=False),
test_size=0.25,
random_state=random_state)
# In[832]:
rsf = RandomSurvivalForest(n_estimators=100,
min_samples_split=10,
min_samples_leaf=15,
max_features="sqrt",
n_jobs=-1,
random_state=random_state)
rsf.fit(X_train, y_train)
# In[833]:
rsf.score(X_test, y_test)
# In[813]:
def get_predict_time_RSF(predict, feature, model, fit=True):
median_survival_time = np.zeros(np.size(predict, 0))
times = model.event_times_
for i in range(np.size(predict, 0)):
axis=1)
categorical_ix = [0, 2, 3, 4, 5, 6, 7, 8, 15, 16, 17]
categorical_columns = data_x.columns[categorical_ix].values
data_x_one_hot = pd.get_dummies(data_x, columns=categorical_columns)
data_y = data[['Mortality', 'SurvivalWeeks']]
data_y['Mortality'] = data_y['Mortality'].astype(bool)
data_y = np.array(list(data_y.to_records(index=False)))
X_train, X_test, y_train, y_test = train_test_split(data_x_one_hot,
data_y,
test_size=0.25,
random_state=369)
a = X_test[X_test['AF_1.0'] == 1].iloc[0:3, :]
demo_x = pd.concat([
X_test[X_test['AF_1.0'] == 1].iloc[0:3, :],
X_test[X_test['AF_1.0'] == 0].iloc[0:3, :]
])
rsf = RandomSurvivalForest(n_estimators=1000,
min_samples_split=10,
min_samples_leaf=15,
max_features="sqrt",
n_jobs=-1,
random_state=369)
rsf.fit(X_train, y_train)
print(rsf.score(X_test, y_test))
print('done')
labels_crit_train[i] = (True, label_train[i, 0])
else:
labels_crit_train[i] = (False, label_train[i, 0])
for i in range(labels_crit_test.shape[0]):
if label_test[i, 1] == 1:
labels_crit_test[i] = (True, label_test[i, 0])
else:
labels_crit_test[i] = (False, label_test[i, 0])
# Define the parameter of random survival forest
n_estimators = 'number of estimators'
max_depth = 'the max depth'
min_samples_split = 'num of min_samples_split'
min_samples_leaf = 'num of min_samples_leaf'
max_features = 'num of features to use'
bootstrap = True
rsf = RandomSurvivalForest(n_estimators=n_estimators, max_depth=max_depth, max_features=max_features, bootstrap=bootstrap,
min_samples_split=min_samples_split,
min_samples_leaf=min_samples_leaf)
# fit the model
rsf.fit(feat_train, labels_crit_train)
# obtain the c-index on test data
result_test = rsf.score(feat_test, labels_crit_test)
# or if you would like to know the predicted risk scores
risks_test = rsf.predict(feat_test)
Labels_Crit_Test[i] = (False, Time_Test[i, 0])
# The DL Feature based Prediction model
random_state = 50
n_estimators = 30
max_depth = None
min_samples_split = 8
min_samples_leaf = 6
max_features = 'sqrt'
n_jobs = 6
bootstrap = True
rsf = RandomSurvivalForest(n_estimators=n_estimators,
max_depth=max_depth,
max_features=max_features,
random_state=random_state,
bootstrap=bootstrap,
min_samples_split=min_samples_split,
min_samples_leaf=min_samples_leaf)
rsf.fit(Feat_Train, Labels_Crit_Train)
# The risk scores of each subject
Scores_Train_DL = rsf.predict(Feat_Train)
Scores_Test_DL = rsf.predict(Feat_Test)
Scores_Val_DL = rsf.predict(Feat_Val)
Scores_Train_DL = np.expand_dims(Scores_Train_DL, axis=1)
Scores_Test_DL = np.expand_dims(Scores_Test_DL, axis=1)
Scores_Val_DL = np.expand_dims(Scores_Val_DL, axis=1)
C_Ind_Test_DL_Best = rsf.score(Feat_Test, Labels_Crit_Test)
'formats': ('?', 'f8')
})
y_struc['vital_status'] = y['event'].astype('bool')
y_struc['os_time'] = y['time']
X = data.copy()
train_scores = []
test_scores = []
for i in tqdm(range(1, 11)):
random_state = i
X_train, X_test, y_train, y_test = train_test_split(
X, y_struc, test_size=0.2, random_state=random_state)
rsf = RandomSurvivalForest(n_estimators=200,
min_samples_split=20,
min_samples_leaf=25,
max_features="sqrt",
n_jobs=-1,
random_state=random_state)
rsf.fit(X_train, y_train)
train_scores.append(rsf.score(X_train, y_train))
test_scores.append(rsf.score(X_test, y_test))
print('training', np.asarray(train_scores))
print('training_mean',
np.asarray(train_scores).mean(), 'training_stdev',
np.asarray(train_scores).std())
print('test', np.asarray(test_scores))
print('test_mean',
np.asarray(test_scores).mean(), 'test_stdev',
np.asarray(test_scores).std())
import preprocessing
from sksurv.ensemble import RandomSurvivalForest
from sklearn.model_selection import cross_validate
"""
Reading data
"""
def load_data(features=None):
X_df, y_df, _ = preprocessing.load_owkin_data()
if features != None:
X_df = X_df[features]
X = X_df.to_numpy()
y = preprocessing.y_dataframe_to_rsf_input(y_df)
return X_df, y_df, X, y
X_df, y_df, X, y = load_data()
feature_name = list(X_df.columns.values)
"""
Train model
"""
params = {'min_samples_leaf': 1, 'min_samples_split': 10, 'n_estimators': 10}
rsf = RandomSurvivalForest(n_estimators=params['n_estimators'],
min_samples_split=params['min_samples_split'],
min_samples_leaf=params['min_samples_leaf'],
max_features="sqrt",
n_jobs=-1)
print(cross_validate(rsf, X, y, cv=5))
X_no_grade = X.drop("tgrade", axis=1)
Xt = OneHotEncoder().fit_transform(X_no_grade)
Xt = np.column_stack((Xt.values, grade_num))
feature_names = X_no_grade.columns.tolist() + ["tgrade"]
random_state = 20
X_train, X_test, y_train, y_test = train_test_split(Xt,
y,
test_size=0.25,
random_state=random_state)
rsf = RandomSurvivalForest(n_estimators=1000,
min_samples_split=10,
min_samples_leaf=15,
max_features="sqrt",
n_jobs=-1,
random_state=random_state)
rsf.fit(X_train, y_train)
a = np.empty(X_test.shape[0], dtype=[("age", float), ("pnodes", float)])
a["age"] = X_test[:, 0]
a["pnodes"] = X_test[:, 4]
sort_idx = np.argsort(a, order=["pnodes", "age"])
X_test_sel = pd.DataFrame(X_test[np.concatenate(
(sort_idx[:3], sort_idx[-3:]))],
columns=feature_names)
pd.Series(rsf.predict(X_test_sel))
def test_fit_warm_start(make_whas500):
whas500 = make_whas500(to_numeric=True)
forest = RandomSurvivalForest(n_estimators=11, max_depth=2, random_state=2)
forest.fit(whas500.x, whas500.y)
assert len(forest.estimators_) == 11
assert all((e.max_depth == 2 for e in forest.estimators_))
forest.set_params(warm_start=True)
with pytest.warns(UserWarning,
match="Warm-start fitting without increasing "
"n_estimators does not fit new trees."):
forest.fit(whas500.x, whas500.y)
forest.set_params(n_estimators=3)
with pytest.raises(ValueError,
match="n_estimators=3 must be larger or equal to "
r"len\(estimators_\)=11 when warm_start==True"):
forest.fit(whas500.x, whas500.y)
forest.set_params(n_estimators=23)
forest.fit(whas500.x, whas500.y)
assert len(forest.estimators_) == 23
assert all((e.max_depth == 2 for e in forest.estimators_))
cph = CoxPHSurvivalAnalysis()
c_index['cph'] = cross_val_score(cph,
X_ss,
y_ss,
cv=k_fold,
scoring=c_index_scorer,
verbose=1)
# %%
# Random Survival Forests (RSFs)
#%%
X_rsf = df.copy(deep=True)
rsf = RandomSurvivalForest(random_state=SEED, n_jobs=-1, verbose=True)
rsf.criterion = 'log_rank'
if not (PATH_PARAMETERS / 'param_search_results_rsf.pkl').exists():
helpers.save_best_params(rsf,
X_rsf,
y_ss,
PATH_PARAMETERS,
k_fold=k_fold,
scorer=c_index_scorer,
n_iter=25)
param_search_results_rsf = load(PATH_PARAMETERS /
'param_search_results_rsf.pkl')
c_index['rsf'] = helpers.get_best_test_scores(param_search_results_rsf)
print('Testing on %d-----------------------------' % val_id)
print(x_train.shape, x_val.shape)
# special for RSF
dt = np.dtype('bool,float')
y_train_surv = np.array([(bool(e), y) for e, y in zip(e_train, y_train)],
dtype=dt)
y_val_surv = np.array([(bool(e), y) for e, y in zip(e_val, y_val)],
dtype=dt)
print(y_train_surv.shape, y_val_surv.shape)
# train RSF
rsf = RandomSurvivalForest(n_estimators=200,
min_samples_split=70,
min_samples_leaf=30,
max_features="log2",
oob_score=True,
n_jobs=-1,
random_state=20)
rsf.fit(x_train, y_train_surv)
preds = -rsf.predict(x_val)
cindex_train = rsf.score(x_train, y_train_surv)
cindex_oob = rsf.oob_score_
cindex_val = rsf.score(x_val, y_val_surv)
cindex_val_events = rsf.score(x_val[e_val == 1], y_val_surv[e_val == 1])
rsf_cindex_trains.append(cindex_train)
rsf_cindex_vals.append(cindex_val)
rsf_cindex_vals_events.append(cindex_val_events)
def RSF_bootstrap(fp, num=False):
df = pd.read_csv(fp, index_col=0)
# configure bootstrap (sampling 50% of data)
n_iterations = 100
n_size = int(len(df) * 0.50)
# parameters
NUMESTIMATORS = 100
TESTSIZE = 0.20
random_state = 20
# calculate population of statistics
metrics = []
for i in range(n_iterations):
# prepare sample
# if indicated, include number of mets (col 42)
if num:
sample = resample(df.iloc[:, np.r_[:20, 40, 41, 42]],
n_samples=n_size)
X = sample.iloc[:, np.r_[:20, 42]].copy()
else:
sample = resample(df.iloc[:, np.r_[:20, 40, 41]], n_samples=n_size)
X = sample.iloc[:, :20].copy()
X = X.to_numpy().astype('float64')
y = sample[['Event', 'Time']].copy()
y['Event'] = y['Event'].astype('bool')
y['Time'] = y['Time'].astype('float64')
y = y.to_records(index=False)
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=TESTSIZE, random_state=random_state)
rsf = RandomSurvivalForest(n_estimators=NUMESTIMATORS,
min_samples_split=15,
min_samples_leaf=8,
max_features="sqrt",
n_jobs=-1,
random_state=random_state)
rsf.fit(X_train, y_train)
score = rsf.score(X_test, y_test)
metrics.append(score)
# calculate confidence interval
alpha = 0.95
p = ((1.0 - alpha) / 2.0) * 100
lower = max(0.0, np.percentile(metrics, p))
p = (alpha + ((1.0 - alpha) / 2.0)) * 100
upper = min(1.0, np.percentile(metrics, p))
med = np.percentile(metrics, 50)
# identify aggregation method name
if num:
name = fp.split('/')[-1].split('_')[0] + ' + NumMets'
else:
name = fp.split('/')[-1].split('_')[0]
return print(name, 'RSF', '%.3f (%.3f-%.3f)' % (med, lower, upper))