I built coxph models with xgboost in R but got odd results.
For that model, I specified ‘objective’ as ‘survival:cox’ and ‘eval_metric’ as ‘cox-nloglik’; however, when I used the model to score a test dataset (new.score= predict(xgboost.cox, newdata = data.oot)), the results returned had nothing but ‘NaN’. There is no missing value in the test data and all variables used by the model are present.
I googled this error but it turns out that there is few example on this topic. Any suggestions?
Appreciate your help!