Wrapper for XGBoost (Robust CV-Tuned + Safe Prediction)

Estimates a Cox proportional hazards model via XGBoost. Incorporates safe Breslow hazard calculation and matrix alignment to prevent C++ crashes.

Usage

surv.xgboost(
  time,
  event,
  X,
  newdata = NULL,
  new.times,
  obsWeights,
  id,
  nrounds = 1000,
  early_stopping_rounds = 10,
  eta = 0.05,
  max_depth = 2,
  min_child_weight = 5,
  lambda = 10,
  subsample = 0.7,
  ...
)

Arguments

time: Observed follow-up time.
event: Observed event indicator.
X: Training covariate data.frame.
newdata: Test covariate data.frame to use for prediction.
new.times: Times at which to obtain the predicted survivals.
obsWeights: Observation weights.
id: Optional cluster/individual ID indicator.
nrounds: Max number of boosting iterations (default: 1000).
early_stopping_rounds: Rounds with no improvement to trigger early stopping (default: 10).
eta: Learning rate (default: 0.05).
max_depth: Maximum tree depth (default: 2).
min_child_weight: Minimum sum of instance weight in a child (default: 5).
lambda: L2 regularization term on weights (default: 10).
subsample: Subsample ratio of the training instances (default: 0.7).
...: Additional arguments passed to xgb.train.

Value

A list containing:

fit: The fitted model object (e.g., the raw coxph or xgb.Booster object). If the model fails to fit, this may be an object of class try-error.
pred: A numeric matrix of cross-validated survival predictions evaluated at the specified new.times grid.

Examples

if (requireNamespace("xgboost", quietly = TRUE)) {
  data("metabric", package = "SuperSurv")
  dat <- metabric[1:30, ]
  x_cols <- grep("^x", names(dat))[1:3]
  X <- dat[, x_cols, drop = FALSE]
  newX <- X[1:5, , drop = FALSE]
  times <- seq(50, 150, by = 50)

  fit <- surv.xgboost(
    time = dat$duration,
    event = dat$event,
    X = X,
    newdata = newX,
    new.times = times,
    obsWeights = rep(1, nrow(dat)),
    id = NULL,
    nrounds = 5,
    early_stopping_rounds = 2,
    max_depth = 1
  )

  dim(fit$pred)
}
#> Warning: Parameter 'watchlist' has been renamed to 'evals'. This warning will become an error in a future version.
#> [1] 5 3