scikit-survival 0.18.0 released

I’m pleased to announce the release of scikit-survival 0.18.0, which adds support for scikit-learn 1.1. In addition, this release adds the return_array argument to all models providing predict_survival_function and predict_cumulative_hazard_function. That means you can now choose, whether you want to have the survival (cumulative hazard function) automatically evaluated at the unique event times. This is particular useful for plotting. Previously, you would have to evaluate each survival function before plotting:

scikit-survival 0.17.2 released

I’m pleased to announce the release of scikit-survival 0.17.2. This release fixes several small issues with packaging scikit-survival and the documentation. For a full list of changes in scikit-survival 0.17.2, please see the release notes. Most notably, binary wheels are now available for Linux, Windows, and macOS (Intel). This has been possible thanks to the cibuildwheel build tool, which makes it incredible easy to use GitHub Actions for building those wheels for multiple versions of Python. Therefore, you can now use pip without building everything from source by simply running pip install scikit-survival As before, pre-built conda packages are available too, by running conda install -c sebp scikit-survival

scikit-survival 0.17 released

This release adds support for scikit-learn 1.0, which includes support for feature names. If you pass a pandas dataframe to fit, the estimator will set a feature_names_in_ attribute containing the feature names. When a dataframe is passed to predict, it is checked that the column names are consistent with those passed to fit. The example below illustrates this feature. For a full list of changes in scikit-survival 0.17.0, please see the release notes.

scikit-survival 0.16 released

I am proud to announce the release if version 0.16.0 of scikit-survival, The biggest improvement in this release is that you can now change the evaluation metric that is used in estimators’ score method. This is particular useful for hyper-parameter optimization using scikit-learn’s GridSearchCV. You can now use as_concordance_index_ipcw_scorer, as_cumulative_dynamic_auc_scorer, or as_integrated_brier_score_scorer to adjust the score method to your needs. The example below illustrates how to use these in practice. For a full list of changes in scikit-survival 0.16.0, please see the release notes.

scikit-survival 0.15 Released

I am proud to announce the release if version 0.15.0 of scikit-survival, which brings support for scikit-learn 0.24 and Python 3.9. Moreover, if you fit a gradient boosting model with loss='coxph', you can now predict the survival and cumulative hazard function using the predict_cumulative_hazard_function and predict_survival_function methods. The other enhancement is that cumulative_dynamic_auc now supports evaluating time-dependent predictions. For instance, you can now evaluate the predicted time-dependent risk of a RandomSurvivalForest rather than just evaluating the predicted total number of events per instance, which is what RandomSurvivalForest.predict returns.

scikit-survival 0.14 with Improved Documentation Released

Today marks the release of version 0.14.0 of scikit-survival. The biggest change in this release is actually not in the code, but in the documentation. This release features a complete overhaul of the documentation. Most importantly, the documentation has a more modern feel to it, thanks to the visually pleasing pydata Sphinx theme, which also powers pandas. Moreover, the documentation now contains a User Guide section that bundles several topics surrounding the use of scikit-survival. Some of these were available as separate Jupyter notebooks previously, such as the guide on Evaluating Survival Models. There are two new guides: The first one is on penalized Cox models. It provides a hands-on introduction to Cox’s proportional hazards model with $\ell_2$ (Ridge) and $\ell_1$ (LASSO) penalty. The second guide, is on Gradient Boosted Models and covers how gradient boosting can be used to obtain a non-linear proportional hazards model or a non-linear accelerated failure time model by using regression tree base learners. The second part of this guide covers a variant of gradient boosting that is most suitable for high-dimensional data and is based on component-wise least squares base learners. To make it easier to get started, all notebooks can now be run in a Jupyter notebook, right from your browser, just by clicking on

scikit-survival 0.13 Released

Today, I released version 0.13.0 of scikit-survival. Most notably, this release adds sksurv.metrics.brier_score and sksurv.metrics.integrated_brier_score, an updated PEP 517/518 compatible build system, and support for scikit-learn 0.23. For a full list of changes in scikit-survival 0.13.0, please see the release notes. Pre-built conda packages are available for Linux, macOS, and Windows via conda install -c sebp scikit-survival Alternatively, scikit-survival can be installed from source following these instructions.

Survival Analysis for Deep Learning Tutorial for TensorFlow 2

A while back, I posted the Survival Analysis for Deep Learning tutorial. This tutorial was written for TensorFlow 1 using the tf.estimators API. The changes between version 1 and the current TensorFlow 2 are quite significant, which is why the code does not run when using a recent TensorFlow version. Therefore, I created a new version of the tutorial that is compatible with TensorFlow 2. The text is basically identical, but the training and evaluation procedure changed. The complete notebook is available on GitHub, or you can run it directly using Google Colaboratory.

scikit-survival 0.12 Released

Version 0.12 of scikit-survival adds support for scikit-learn 0.22 and Python 3.8 and comes with two noticeable improvements: sklearn.pipeline.Pipeline will now be automatically patched to add support for predict_cumulative_hazard_function and predict_survival_function if the underlying estimator supports it (see first example ). The regularization strength of the ridge penalty in sksurv.linear_model.CoxPHSurvivalAnalysis can now be set per feature (see second example ). For a full list of changes in scikit-survival 0.12, please see the release notes.

scikit-survival 0.11 featuring Random Survival Forests released

Today, I released a new version of scikit-survival which includes an implementation of Random Survival Forests. As it’s popular counterparts for classification and regression, a Random Survival Forest is an ensemble of tree-based learners. A Random Survival Forest ensures that individual trees are de-correlated by 1) building each tree on a different bootstrap sample of the original training data, and 2) at each node, only evaluate the split criterion for a randomly selected subset of features and thresholds. Predictions are formed by aggregating predictions of individual trees in the ensemble. For a full list of changes in scikit-survival 0.11, please see the release notes.