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https://issues.apache.org/jira/browse/SPARK-8518?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14638397#comment-14638397
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Yanbo Liang edited comment on SPARK-8518 at 7/23/15 7:47 AM:
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[~meihuawu] Thank you for your valued comments. I agree with you that AFT model
is common used. But I did not find that it's more easily parallelizable than
Cox PH model.
I think AFT model is like regression problems and need to optimize loss
function using SGD or other method. Could you give me some references about the
likelihood function, loss function and gradient function that can prove that
it's more easily parallelizable than Cox PH model?
was (Author: yanboliang):
[~meihuawu] Thank you for your valued comments. I agree with you that AFT model
is common used. But I did not find that it's easily parallelizable than Cox PH
model.
I think AFT model is like regression problems and need to optimize loss
function using SGD or other method. Could you give me some references about the
likelihood function, loss function and gradient function that can prove that
it's more easily parallelizable than Cox PH model?
> 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
> 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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