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
A framework for building (and incrementally growing) graph-based data structures used in hierarchical or DAG-structured clustering and nearest neighbor search

A framework for building (and incrementally growing) graph-based data structures used in hierarchical or DAG-structured clustering and nearest neighbor search

Nicholas Monath 31 Nov 03, 2022
Code Repository for Machine Learning with PyTorch and Scikit-Learn

Code Repository for Machine Learning with PyTorch and Scikit-Learn

Sebastian Raschka 1.4k Jan 03, 2023
Pragmatic AI Labs 421 Dec 31, 2022
This repo implements a Topological SLAM: Deep Visual Odometry with Long Term Place Recognition (Loop Closure Detection)

This repo implements a topological SLAM system. Deep Visual Odometry (DF-VO) and Visual Place Recognition are combined to form the topological SLAM system.

Best of Australian Centre for Robotic Vision (ACRV) 32 Jun 23, 2022
A Lucid Framework for Transparent and Interpretable Machine Learning Models.

Currently a Beta-Version lucidmode is an open-source, low-code and lightweight Python framework for transparent and interpretable machine learning mod

lucidmode 15 Aug 12, 2022
PyCaret is an open-source, low-code machine learning library in Python that automates machine learning workflows.

An open-source, low-code machine learning library in Python 🚀 Version 2.3.5 out now! Check out the release notes here. Official • Docs • Install • Tu

PyCaret 6.7k Jan 08, 2023
A Python implementation of GRAIL, a generic framework to learn compact time series representations.

GRAIL A Python implementation of GRAIL, a generic framework to learn compact time series representations. Requirements Python 3.6+ numpy scipy tslearn

3 Nov 24, 2021
mlpack: a scalable C++ machine learning library --

a fast, flexible machine learning library Home | Documentation | Doxygen | Community | Help | IRC Chat Download: current stable version (3.4.2) mlpack

mlpack 4.2k Jan 01, 2023
CobraML: Completely Customizable A python ML library designed to give the end user full control

CobraML: Completely Customizable What is it? CobraML is a python library built on both numpy and numba. Unlike other ML libraries CobraML gives the us

Sriram Govindan 14 Dec 19, 2021
This is the code repository for LRM Stochastic watershed model.

LRM-Squannacook Input data for generating stochastic streamflows are observed and simulated timeseries of streamflow. their format needs to be CSV wit

1 Feb 14, 2022
Time series changepoint detection

changepy Changepoint detection in time series in pure python Install pip install changepy Examples from changepy import pelt from cha

Rui Gil 92 Nov 08, 2022
This project impelemented for midterm of the Machine Learning #Zoomcamp #Alexey Grigorev

MLProject_01 This project impelemented for midterm of the Machine Learning #Zoomcamp #Alexey Grigorev Context Dataset English question data set file F

Hadi Nakhi 1 Dec 18, 2021
Backtesting an algorithmic trading strategy using Machine Learning and Sentiment Analysis.

Trading Tesla with Machine Learning and Sentiment Analysis An interactive program to train a Random Forest Classifier to predict Tesla daily prices us

Renato Votto 31 Nov 17, 2022
A library of sklearn compatible categorical variable encoders

Categorical Encoding Methods A set of scikit-learn-style transformers for encoding categorical variables into numeric by means of different techniques

2.1k Jan 07, 2023
A collection of Machine Learning Models To Web Api which are built on open source technologies/frameworks like Django, Flask.

Author Ibrahim Koné From-Machine-Learning-Models-To-WebAPI A collection of Machine Learning Models To Web Api which are built on open source technolog

Ibrahim Koné 2 May 24, 2022
Meerkat provides fast and flexible data structures for working with complex machine learning datasets.

Meerkat makes it easier for ML practitioners to interact with high-dimensional, multi-modal data. It provides simple abstractions for data inspection, model evaluation and model training supported by

Robustness Gym 115 Dec 12, 2022
Test symmetries with sklearn decision tree models

Test symmetries with sklearn decision tree models Setup Begin from an environment with a recent version of python 3. source setup.sh Leave the enviro

Rupert Tombs 2 Jul 19, 2022
Dual Adaptive Sampling for Machine Learning Interatomic potential.

DAS Dual Adaptive Sampling for Machine Learning Interatomic potential. How to cite If you use this code in your research, please cite this using: Hong

6 Jul 06, 2022
Python package for stacking (machine learning technique)

vecstack Python package for stacking (stacked generalization) featuring lightweight functional API and fully compatible scikit-learn API Convenient wa

Igor Ivanov 671 Dec 25, 2022
50% faster, 50% less RAM Machine Learning. Numba rewritten Sklearn. SVD, NNMF, PCA, LinearReg, RidgeReg, Randomized, Truncated SVD/PCA, CSR Matrices all 50+% faster

[Due to the time taken @ uni, work + hell breaking loose in my life, since things have calmed down a bit, will continue commiting!!!] [By the way, I'm

Daniel Han-Chen 1.4k Jan 01, 2023