Time varying survival regression

[jayantsahewal]

Hi Team,

Awesome work on this! Really looking forward to trying it out.

I looked through the documentation and I wasn't sure if I am not looking at the right place but does the package allow covariates to change over time, as explained below.
https://lifelines.readthedocs.io/en/latest/Time%20varying%20survival%20regression.html

Best,
Jayant

[GabrielGimenez]

Hi Jayant,
We currently don't have any way to deal with time varying features, but it's a really interesting problem.
We'll keep an eye on it and see if we can implement something like this in the future.

[davivieirab]

Hello, @jayantsahewal . Thank you for the feedback and reference!
As Gabriel mentioned, the current interface does not make it possible for users to use time varying features.

Despite that, XGBSEDebiasedBCE is able to retrieve information using these type of features. Since it works fitting multiple logistic regression for each time bucket we can definitely use time varying features as input for these LRs.
The current implementation does not offer this functionality, but it is in our roadmap to adapt the module to support it.

As immediate actionable, we will point it out in the documentation.

[onacrame]

Would find this functionality very useful