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https://issues.apache.org/jira/browse/SPARK-8518?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15399031#comment-15399031
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Yanbo Liang edited comment on SPARK-8518 at 7/29/16 10:22 AM:
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[[email protected]] It makes sense to add some information about the
coefficients standard deviation. Since we use L-BFGS to solve the aft survival
regression problem, and L-BFGS use the first derivative to represent the
approximation of inverse Hessian.
We can get the empirical Hessian from the first derivative, and then get the
standard statistics like what is done in GLMs. Please feel free to file a
ticket and work on it if you like. Thanks!
was (Author: yanboliang):
[[email protected]] Since we use L-BFGS to solve the aft survival
regression problem, and L-BFGS use the first derivative to represent the
approximation of inverse Hessian. We need to figure out a way to output the
approximation of inverse Hessian, and then get the standard statistics like
what is done in GLMs. Please feel free to file a ticket and work on it if you
have some ideas. Thanks!
> Log-linear models for survival analysis
> ---------------------------------------
>
> Key: SPARK-8518
> URL: https://issues.apache.org/jira/browse/SPARK-8518
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Reporter: Xiangrui Meng
> Assignee: Yanbo Liang
> Priority: Critical
> Fix For: 1.6.0
>
> Original Estimate: 168h
> Remaining Estimate: 168h
>
> We want to add basic log-linear models for survival analysis. The
> implementation should match the result from R's survival package
> (http://cran.r-project.org/web/packages/survival/index.html).
> Design doc from [~yanboliang]:
> https://docs.google.com/document/d/1fLtB0sqg2HlfqdrJlNHPhpfXO0Zb2_avZrxiVoPEs0E/pub
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