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
Machine Learning for Time-Series with Python.Published by Packt

Machine-Learning-for-Time-Series-with-Python Become proficient in deriving insights from time-series data and analyzing a model’s performance Links Am

Packt 124 Dec 28, 2022
WAGMA-SGD is a decentralized asynchronous SGD for distributed deep learning training based on model averaging.

WAGMA-SGD is a decentralized asynchronous SGD based on wait-avoiding group model averaging. The synchronization is relaxed by making the collectives externally-triggerable, namely, a collective can b

Shigang Li 6 Jun 18, 2022
A Multipurpose Library for Synthetic Time Series Generation in Python

TimeSynth Multipurpose Library for Synthetic Time Series Please cite as: J. R. Maat, A. Malali, and P. Protopapas, “TimeSynth: A Multipurpose Library

278 Dec 26, 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
Summer: compartmental disease modelling in Python

Summer: compartmental disease modelling in Python Summer is a Python-based framework for the creation and execution of compartmental (or "state-based"

6 May 13, 2022
A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.

AI Fairness 360 (AIF360) The AI Fairness 360 toolkit is an extensible open-source library containg techniques developed by the research community to h

1.9k Jan 06, 2023
This is a curated list of medical data for machine learning

Medical Data for Machine Learning This is a curated list of medical data for machine learning. This list is provided for informational purposes only,

Andrew L. Beam 5.4k Dec 26, 2022
Predict the demand for electricity (R) - FRENCH

06.demand-electricity Predict the demand for electricity (R) - FRENCH Prédisez la demande en électricité Prérequis Pour effectuer ce projet, vous devr

1 Feb 13, 2022
Python-based implementations of algorithms for learning on imbalanced data.

ND DIAL: Imbalanced Algorithms Minimalist Python-based implementations of algorithms for imbalanced learning. Includes deep and representational learn

DIAL | Notre Dame 220 Dec 13, 2022
Machine Learning Model to predict the payment date of an invoice when it gets created in the system.

Payment-Date-Prediction Machine Learning Model to predict the payment date of an invoice when it gets created in the system.

15 Sep 09, 2022
Fundamentals of Machine Learning

Fundamentals-of-Machine-Learning This repository introduces the basics of machine learning algorithms for preprocessing, regression and classification

Happy N. Monday 3 Feb 15, 2022
Dive into Machine Learning

Dive into Machine Learning Hi there! You might find this guide helpful if: You know Python or you're learning it 🐍 You're new to Machine Learning You

Michael Floering 11.1k Jan 03, 2023
Steganography is the art of hiding the fact that communication is taking place, by hiding information in other information.

Steganography is the art of hiding the fact that communication is taking place, by hiding information in other information.

Priyansh Sharma 7 Nov 09, 2022
Graphsignal is a machine learning model monitoring platform.

Graphsignal is a machine learning model monitoring platform. It helps ML engineers, MLOps teams and data scientists to quickly address issues with data and models as well as proactively analyze model

Graphsignal 143 Dec 05, 2022
Skoot is a lightweight python library of machine learning transformer classes that interact with scikit-learn and pandas.

Skoot is a lightweight python library of machine learning transformer classes that interact with scikit-learn and pandas. Its objective is to ex

Taylor G Smith 54 Aug 20, 2022
Real-time stream processing for python

Streamz Streamz helps you build pipelines to manage continuous streams of data. It is simple to use in simple cases, but also supports complex pipelin

Python Streamz 1.1k Dec 28, 2022
Machine learning that just works, for effortless production applications

Machine learning that just works, for effortless production applications

Elisha Yadgaran 16 Sep 02, 2022
A mindmap summarising Machine Learning concepts, from Data Analysis to Deep Learning.

A mindmap summarising Machine Learning concepts, from Data Analysis to Deep Learning.

Daniel Formoso 5.7k Dec 30, 2022
MBTR is a python package for multivariate boosted tree regressors trained in parameter space.

MBTR is a python package for multivariate boosted tree regressors trained in parameter space.

SUPSI-DACD-ISAAC 61 Dec 19, 2022
A model to predict steering torque fully end-to-end

torque_model The torque model is a spiritual successor to op-smart-torque, which was a project to train a neural network to control a car's steering f

Shane Smiskol 4 Jun 03, 2022