grobgl / rnnsm

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Two questions: data generation and feature importance

hedgy123 opened this issue · comments

Hi Georg,

First, thanks for making your code available! It's a really interesting approach to survival analysis.

Can I ask you a couple of questions?

  1. How do I generate the data? All the notebooks seem to assume that there's a directory called "data" with a bunch of .pkl files in it, but the directory is not there on your github.

  2. Is there a way to estimate feature importance in this approach?

    Thank you!

Hi, I'm afraid I don't have particularly exciting answers for you.

  1. ASOS have declined to make the dataset publicly available. If you're interested, I can give you some ideas about the shape of the input data.
  2. I did not look into this topic for this particular approach but I suspect there are applicable methods for feature importance in RNNs/LSTMs.