tick.survival.sccs.StreamConvSCCS

tick.survival.sccs.StreamConvSCCS(n_lags: numpy.array, penalized_features: numpy.array = None, C_tv=None, C_group_l1=None, step: float = None, tol: float = 1e-05, max_iter: int = 100, verbose: bool = False, print_every: int = 10, record_every: int = 10, random_state: int = None, threads=1)[source]
StreamConvSCCS provides parallel solving for k_fold and bootstrap ConvSCCS

using a threadpool. Everything needed is precalculated and handed of to C++

Parameters

threads : integer, number of threads for the thread pool,

for kfold must be < n_folds * n_cv_iter for bootstrap must be <= rep