xgboost-survival-embeddings
xgboost-survival-embeddings copied to clipboard
Use MTLR to fit logistic regressions in DebiasedBCE
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.