I am trying to do a simple survival analysis where I have a set of predictors, and upper bound, and lower bound like in the documentation https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html#how-to-use. My issues are:
- When i try to run the documentation code without any modifications, i get  train-aft-nloglik:nan and nans for all the 5 iterations. I don’t think that’s right.
- There is no documentation on how to predict. For calculating an AUC. In regular xgboost I would use predict_proba.
Thanks in advance!