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[ENH] adapter to lifelines, most distributional survival regressors interfaced #247

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merged 34 commits into from
Apr 17, 2024

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@fkiraly fkiraly commented Apr 16, 2024

Adds an adapter to lifelines, exposing array-like survival functions as Empirical distributions in predict_proba.

Adds all models from lifelines which are capable of full distributional predictions:

  • AalenAdditiveFitter
  • CoxPHFitter
  • WeibullAFTFitter

Remaining AFT fitters require distributions not yet merged.

@fkiraly fkiraly added enhancement interfacing algorithms Interfacing existing algorithms/estimators from third party packages module:survival&time-to-event module for time-to-event prediction aka survival prediction labels Apr 16, 2024
@fkiraly fkiraly marked this pull request as draft April 17, 2024 00:02
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fkiraly commented Apr 17, 2024

AalenAdditiveFitter fails as it produces improper survival functions.
I have added an skpro sided fix, which is clipping to proper distributions.

Bug with AalenAdditive reported here: CamDavidsonPilon/lifelines#1606

@fkiraly fkiraly changed the title [ENH] adapter to lifelines, all distributional survival regressors interfaced [ENH] adapter to lifelines, most distributional survival regressors interfaced Apr 17, 2024
@fkiraly fkiraly marked this pull request as ready for review April 17, 2024 23:11
@fkiraly fkiraly merged commit e2862a5 into main Apr 17, 2024
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