Gradient Boosting Survival Tree with Applications in Credit Scoring

1 code implementation • 9 Aug 2019 • Miaojun Bai, Yan Zheng, Yun Shen

In order to deal with highly heterogeneous industrial data collected in Chinese market of consumer finance, we propose a nonparametric ensemble tree model called gradient boosting survival tree (GBST) that extends the survival tree models with a gradient boosting algorithm.

Survival Analysis