This summer, I participated in Google Summer of Code (GSOC) 2019 as a mentor. GSOC is an awesome program where Google pays students stipend and have them work on open source projects under supervision of mentors.
What kind of work did we do? From May 6 to September 3, I mentored Avinash Barnwal2 to add a new objective function called Accelerated Failure Time (AFT). Well known model in the field of statistics, AFT is a popular model of choice for survival analysis, i.e. modeling time to event. See Avinash’s post for a summary.
Show me the code! See https://github.com/dmlc/xgboost/pull/4763
Personal takeaway Before GSOC, I had no idea what survival analysis is, let alone AFT. Thankfully, Avinash gave me a bunch of papers to get me up to speed. I also got to ask him many questions on the subject of survival analysis. I intend to write a series of posts to summarize what I learned this summer.