Add AcceleratedSurvivalSplittingRule #1509
Merged
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Add faster splitting rule class
AcceleratedSurvivalSplittingRule
that computes an approximation of the logrank criterion inSurvivalSplittingRule
, but which can be updated in constant time for every split point (a short note with the computational details is here). This works essentially exactly the same asSurvivalSplittingRule
, except that the numerator of the criterion is updated efficiently, while the denominator of the criterion is replaced with a simple approximation that is also updated efficiently.The statistical performance is practically the same, but prediction output may differ slightly compared to exact criterion. For backwards compatibility, a new argument
fast.logrank
defaulting toFALSE
is added tosurvival_forest
andcausal_survival_forest
.