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`lre_min`

  • Available in: CoxPH
  • Hyperparameter: no

Description​

The lre_min option measures the relative difference of log likelihood before and after iteration of the CoxPH algorithm. When building a CoxPH model, the algorithm stops when ∣(logLik−newLoglik)/newLoglik∣<=1e−9|(logLik - newLoglik) / newLoglik| <= 1e-9. This value defaults to 9.

  • None

Example​

library(h2o)
h2o.init()

# import the heart dataset
heart <- h2o.importFile("http://s3.amazonaws.com/h2o-public-test-data/smalldata/coxph_test/heart.csv")

# split the dataset into train and test datasets
heart_split <- h2o.splitFrame(data = heart, ratios = 0.8, seed = 1234)
train <- heart_split[[1]]
test <- heart_split[[2]]

# train a CoxPH model
coxph_model <- h2o.coxph(x = "age", 
                         event_column = "event", 
                         start_column = "start", 
                         stop_column = "stop", 
                         training_frame = heart, 
                         lre_min = 9)

# run prediction against the test dataset
predicted <- h2o.predict(coxph_model, test)

# view the predictions
predicted
           lp
1 0.26964730
2 0.16438761
3 0.07569035
4 0.27813870
5 0.27813870
6 0.26090368

[34 rows x 1 column]
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