Comments (1)
rob7113
commented on June 4, 2024
I've been training several survival models with CatBoost recently, playing around with both the Cox and AFT objectives. The latter is especially suited for my application purposes and trains very smoothly. However, my analysis is limited because sample weights are not supported by any of these two objectives. Enabling sample weights would broaden the applicability of Catboost to survival analysis and the required code changes should be straightforward, since sample weights are already supported by other objectives.
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