xgboost-survival-embeddings icon indicating copy to clipboard operation
xgboost-survival-embeddings copied to clipboard

Use MTLR to fit logistic regressions in DebiasedBCE

Open GabrielGimenez opened this issue 4 years ago • 0 comments

Out current bottleneck in DebiasedBCE training time is logistic regression training. We can try to replace scikit learn logistic regression with a custom MTLR module.

The most promising is to use a multi-task logistic regression approach, so we maintain multiple outputs but fit only one model. I think the most straightforward way to do this is via torch, which opens up the possibility of unlocking GPUs across the board. The drawback is to have torch as a dependency to the lib.

GabrielGimenez avatar Feb 10 '21 13:02 GabrielGimenez