GPU support for survival:cox


#1

Hi There. Do we plan to develop the GPU support for survival analysis? I am running a time to event analysis with large amount of obs and a very rare event, so it would be helpful to have GPU support. Or is there any suggestions of how to do survival analysis for this case?

Thank you!


#2

XGBoost does not implement CoxPH, but you should try H2O if you have a big dataset and can scale horizontally https://github.com/h2oai/h2o-3


#3

Actually I believe it implement coxPH. In the objective function https://xgboost.readthedocs.io/en/latest/gpu/index.html, there is survival:cox. And I can the first/second order gradient implemented in the src/objective/regression_obj.cu. In which the prediction is the non-parameter estimate of the effect of covariances instead of linear combination of covariate X’beta. It does not have the GPU support for coxPH now. Thank you for your suggestion, I will look into H2O.