Ranger Forest Survival

class skranger.ensemble.RangerForestSurvival(n_estimators=100, *, verbose=False, mtry=0, importance='none', min_node_size=0, max_depth=0, replace=True, sample_fraction=None, keep_inbag=False, inbag=None, split_rule='logrank', num_random_splits=1, alpha=0.5, minprop=0.1, respect_categorical_features=None, scale_permutation_importance=False, local_importance=False, regularization_factor=None, regularization_usedepth=False, holdout=False, oob_error=False, n_jobs=0, seed=42, enable_tree_details=False)[source]

Ranger Random Forest Survival implementation for sci-kit survival.

Provides a sksurv interface to the Ranger C++ library using Cython.

Parameters

  • n_estimators (int) – The number of tree classifiers to train

  • verbose (bool) – Enable ranger’s verbose logging

  • mtry (int/callable) – The number of features to split on each node. When a callable is passed, the function must accept a single parameter which is the number of features passed, and return some value between 1 and the number of features.

  • importance (str) – One of one of none, impurity, impurity_corrected, permutation.

  • min_node_size (int) – The minimal node size.

  • max_depth (int) – The maximal tree depth; 0 means unlimited.

  • replace (bool) – Sample with replacement.

  • sample_fraction (float) – The fraction of observations to sample. The default is 1 when sampling with replacement, and 0.632 otherwise.

  • keep_inbag (bool) – If true, save how often observations are in-bag in each tree. These will be stored in the ranger_forest_ attribute under the key "inbag_counts".

  • inbag (list) – A list of size n_estimators, containing inbag counts for each observation. Can be used for stratified sampling.

  • split_rule (str) – One of logrank, extratrees, C, or maxstat, default logrank.

  • num_random_splits (int) – The number of random splits to consider for the extratrees splitrule.

  • alpha (float) – Significance threshold to allow splitting for the maxstat split rule.

  • minprop (float) – Lower quantile of covariate distribution to be considered for splitting for maxstat split rule.

  • respect_categorical_features (str) – One of ignore, order, partition. The default is partition for the extratrees splitrule, otherwise the default is ignore.

  • scale_permutation_importance (bool) – For permutation importance, scale permutation importance by standard error as in (Breiman 2001).

  • local_importance (bool) – For permutation importance, calculate and return local importance values as (Breiman 2001).

  • regularization_factor (list) – A vector of regularization factors for the features.

  • regularization_usedepth (bool) – Whether to consider depth in regularization.

  • holdout (bool) – Hold-out all samples with case weight 0 and use these for feature importance and prediction error.

  • oob_error (bool) – Whether to calculate out-of-bag prediction error.

  • n_jobs (int) – The number of threads. Default is number of CPU cores.

  • seed (int) – Random seed value.

  • enable_tree_details (bool) – When True, perform additional calculations for detailing the underlying decision trees. Must be enabled for estimators_ and get_estimator to work. Very slow.

Variables

  • n_features_in_ (int) – The number of features (columns) from the fit input X.

  • feature_names_ (list) – Names for the features of the fit input X.

  • ranger_forest_ (dict) – The returned result object from calling C++ ranger.

  • mtry_ (int) – The mtry value as determined if mtry is callable, otherwise it is the same as mtry.

  • sample_fraction_ (float) – The sample fraction determined by input validation.

  • regularization_factor_ (list) – The regularization factors determined by input validation.

  • unordered_feature_names_ (list) – The unordered feature names determined by input validation.

  • split_rule_ (int) – The split rule integer corresponding to ranger enum SplitRule.

  • use_regularization_factor_ (bool) – Input validation determined bool for using regularization factor input parameter.

  • respect_categorical_features_ (str) – Input validation determined string respecting categorical features.

  • importance_mode_ (int) – The importance mode integer corresponding to ranger enum ImportanceMode.

  • feature_importances_ (ndarray) – The variable importances from ranger.

property criterion

Compatibility alias for split rule.

fit(X, y, sample_weight=None, split_select_weights=None, always_split_features=None, categorical_features=None)[source]

Fit the ranger random forest using training data.

Parameters

  • X (array2d) – training input features

  • y (array2d) – training input targets, rows of (bool, float) representing (survival, time)

  • sample_weight (array1d) – optional weights for input samples

  • split_select_weights (list) – Vector of weights between 0 and 1 of probabilities to select features for splitting. Can be a single vector or a vector of vectors with one vector per tree.

  • always_split_features (list) – Features which should always be selected for splitting. A list of column index values.

  • categorical_features (list) – A list of column index values which should be considered categorical, or unordered.

get_estimator(idx)[source]

Extract a single estimator tree from the forest. :param int idx: The index of the tree to extract.

get_importance_pvalues()

Calculate p-values for variable importances.

Uses the fast method from Janitza et al. (2016).

get_params(deep=True)

Get parameters for this estimator.

Parameters

deep (bool, default=True) – If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

params – Parameter names mapped to their values.

Return type

dict

predict(X)[source]

Predict risk score.

Parameters

X (array2d) – prediction input features

predict_cumulative_hazard_function(X)[source]

Predict cumulative hazard function.

Parameters

X (array2d) – prediction input features

predict_survival_function(X)[source]

Predict survival function.

Parameters

X (array2d) – prediction input features

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**params (dict) – Estimator parameters.

Returns

self – Estimator instance.

Return type

estimator instance