Library of Stan Models for Survival Analysis

Overview

Build Status Coverage Status PyPI version

survivalstan: Survival Models in Stan

author: Jacki Novik

Overview

Library of Stan Models for Survival Analysis

Features:

  • Variety of standard survival models
    • Weibull, Exponential, and Gamma parameterizations
    • PEM models with variety of baseline hazards
    • PEM model with varying-coefficients (by group)
    • PEM model with time-varying-effects
  • Extensible framework - bring your own Stan code, or edit the models above
  • Uses pandas data frames & patsy formulas
  • Graphical posterior predictive checking (currently PEM models only)
  • Plot posterior estimates of key parameters using seaborn
  • Annotate posterior draws of parameter estimates, format as pandas dataframes
  • Works with extensions to pystan, such as stancache or pystan-cache

Support

Documentation is available online.

For help, please reach out to us on gitter.

Installation / Usage

Install using pip, as:

$ pip install survivalstan

Or, you can clone the repo:

$ git clone https://github.com/hammerlab/survivalstan.git
$ pip install .

Contributing

Please contribute to survivalstan development by letting us know if you encounter any bugs or have specific feature requests.

In addition, we welcome contributions of:

  • Stan code for survival models
  • Worked examples, as jupyter notebooks or markdown documents

Usage examples

There are several examples included in the example-notebooks, roughly one corresponding to each model.

If you are not sure where to start, Test pem_survival_model with simulated data.ipynb contains the most explanatory text. Many of the other notebooks are sparse on explanation, but do illustrate variations on the different models.

For basic usage:

import survivalstan
import stanity
import seaborn as sb
import matplotlib.pyplot as plt
import statsmodels

## load flchain test data from R's `survival` package
dataset = statsmodels.datasets.get_rdataset(package = 'survival', dataname = 'flchain' )
d  = dataset.data.query('futime > 7')
d.reset_index(level = 0, inplace = True)

## e.g. fit Weibull survival model
testfit_wei = survivalstan.fit_stan_survival_model(
	model_cohort = 'Weibull model',
	model_code = survivalstan.models.weibull_survival_model,
	df = d,
	time_col = 'futime',
	event_col = 'death',
	formula = 'age + sex',
	iter = 3000,
	chains = 4,
	make_inits = survivalstan.make_weibull_survival_model_inits
	)

## coefplot for Weibull coefficient estimates
sb.boxplot(x = 'value', y = 'variable', data = testfit_wei['coefs'])

## or, use plot_coefs
survivalstan.utils.plot_coefs([testfit_wei])

## print summary of MCMC draws from posterior for each parameter
print(testfit_wei['fit'])


## e.g. fit Piecewise-exponential survival model 
dlong = survivalstan.prep_data_long_surv(d, time_col = 'futime', event_col = 'death')
testfit_pem = survivalstan.fit_stan_survival_model(
	model_cohort = 'PEM model',
	model_code = survivalstan.models.pem_survival_model,
	df = dlong,
	sample_col = 'index',
	timepoint_end_col = 'end_time',
	event_col = 'end_failure',
	formula = 'age + sex',
	iter = 3000,
	chains = 4,
	)

## print summary of MCMC draws from posterior for each parameter
print(testfit_pem['fit'])

## coefplot for PEM model results
sb.boxplot(x = 'value', y = 'variable', data = testfit_pem['coefs'])

## plot baseline hazard (only PEM models)
survivalstan.utils.plot_coefs([testfit_pem], element='baseline')

## posterior-predictive checking (only PEM models)
survivalstan.utils.plot_pp_survival([testfit_pem])

## e.g. compare models using PSIS-LOO
stanity.loo_compare(testfit_wei['loo'], testfit_pem['loo'])

## compare coefplots 
sb.boxplot(x = 'value', y = 'variable', hue = 'model_cohort',
    data = testfit_pem['coefs'].append(testfit_wei['coefs']))
plt.legend(bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.)

## (or, use survivalstan.utils.plot_coefs)
survivalstan.utils.plot_coefs([testfit_wei, testfit_pem])

Owner
Hammer Lab
We're a lab working to understand and improve the immune response to cancer
Hammer Lab
AutoX是一个高效的自动化机器学习工具,它主要针对于表格类型的数据挖掘竞赛。 它的特点包括: 效果出色、简单易用、通用、自动化、灵活。

English | 简体中文 AutoX是什么? AutoX一个高效的自动化机器学习工具,它主要针对于表格类型的数据挖掘竞赛。 它的特点包括: 效果出色: AutoX在多个kaggle数据集上,效果显著优于其他解决方案(见效果对比)。 简单易用: AutoX的接口和sklearn类似,方便上手使用。

4Paradigm 431 Dec 28, 2022
Built various Machine Learning algorithms (Logistic Regression, Random Forest, KNN, Gradient Boosting and XGBoost. etc)

Built various Machine Learning algorithms (Logistic Regression, Random Forest, KNN, Gradient Boosting and XGBoost. etc). Structured a custom ensemble model and a neural network. Found a outperformed

Chris Yuan 1 Feb 06, 2022
Transpile trained scikit-learn estimators to C, Java, JavaScript and others.

sklearn-porter Transpile trained scikit-learn estimators to C, Java, JavaScript and others. It's recommended for limited embedded systems and critical

Darius Morawiec 1.2k Jan 05, 2023
An open source framework that provides a simple, universal API for building distributed applications. Ray is packaged with RLlib, a scalable reinforcement learning library, and Tune, a scalable hyperparameter tuning library.

Ray provides a simple, universal API for building distributed applications. Ray is packaged with the following libraries for accelerating machine lear

23.3k Dec 31, 2022
Automatic extraction of relevant features from time series:

tsfresh This repository contains the TSFRESH python package. The abbreviation stands for "Time Series Feature extraction based on scalable hypothesis

Blue Yonder GmbH 7k Jan 06, 2023
a distributed deep learning platform

Apache SINGA Distributed deep learning system http://singa.apache.org Quick Start Installation Examples Issues JIRA tickets Code Analysis: Mailing Lis

The Apache Software Foundation 2.7k Jan 05, 2023
This is a Machine Learning model which predicts the presence of Diabetes in Patients

Diabetes Disease Prediction This is a machine Learning mode which tries to determine if a person has a diabetes or not. Data The dataset is in comma s

Edem Gold 4 Mar 16, 2022
2D fluid simulation implementation of Jos Stam paper on real-time fuild dynamics, including some suggested extensions.

Fluid Simulation Usage Download this repo and store it in your computer. Open a terminal and go to the root directory of this folder. Make sure you ha

Mariana Ávalos Arce 5 Dec 02, 2022
Scikit learn library models to account for data and concept drift.

liquid_scikit_learn Scikit learn library models to account for data and concept drift. This python library focuses on solving data drift and concept d

7 Nov 18, 2021
Deep Survival Machines - Fully Parametric Survival Regression

Package: dsm Python package dsm provides an API to train the Deep Survival Machines and associated models for problems in survival analysis. The under

Carnegie Mellon University Auton Lab 10 Dec 30, 2022
The unified machine learning framework, enabling framework-agnostic functions, layers and libraries.

The unified machine learning framework, enabling framework-agnostic functions, layers and libraries. Contents Overview In a Nutshell Where Next? Overv

Ivy 8.2k Dec 31, 2022
Cool Python features for machine learning that I used to be too afraid to use. Will be updated as I have more time / learn more.

python-is-cool A gentle guide to the Python features that I didn't know existed or was too afraid to use. This will be updated as I learn more and bec

Chip Huyen 3.3k Jan 05, 2023
Predicting diabetes over a five year period using logistic regression and the Pima First-Nation dataset

Diabetes This script uses the Pima First Nations dataset to create a model to predict whether or not an individual will develop Diabetes Mellitus Type

1 Mar 28, 2022
An easier way to build neural search on the cloud

Jina is geared towards building search systems for any kind of data, including text, images, audio, video and many more. With the modular design & multi-layer abstraction, you can leverage the effici

Jina AI 17k Jan 01, 2023
Unofficial pytorch implementation of the paper "Context Reasoning Attention Network for Image Super-Resolution (ICCV 2021)"

CRAN Unofficial pytorch implementation of the paper "Context Reasoning Attention Network for Image Super-Resolution (ICCV 2021)" This code doesn't exa

4 Nov 11, 2021
Kaggle Tweet Sentiment Extraction Competition: 1st place solution (Dark of the Moon team)

Kaggle Tweet Sentiment Extraction Competition: 1st place solution (Dark of the Moon team)

Artsem Zhyvalkouski 64 Nov 30, 2022
fastFM: A Library for Factorization Machines

Citing fastFM The library fastFM is an academic project. The time and resources spent developing fastFM are therefore justified by the number of citat

1k Dec 24, 2022
Pyomo is an object-oriented algebraic modeling language in Python for structured optimization problems.

Pyomo is a Python-based open-source software package that supports a diverse set of optimization capabilities for formulating and analyzing optimization models. Pyomo can be used to define symbolic p

Pyomo 1.4k Dec 28, 2022
Timeseries analysis for neuroscience data

=================================================== Nitime: timeseries analysis for neuroscience data ===============================================

NIPY developers 212 Dec 09, 2022
Convoys is a simple library that fits a few statistical model useful for modeling time-lagged conversions.

Convoys is a simple library that fits a few statistical model useful for modeling time-lagged conversions. There is a lot more info if you head over to the documentation. You can also take a look at

Better 240 Dec 26, 2022