Mini-batch Estimation for Deep Cox Models: Statistical Foundations and Practical Guidance
深度 Cox 模型的小批量估计:统计基础与实践指导
The stochastic gradient descent (SGD) algorithm has been widely used to optimize deep Cox neural network (Cox-NN) by updating model parameters using mini-batches of data. We show that SGD aims to optimize the average of mini-batch partial-likelihood, which is different from the standard partial-likelihood. This distinction requires developing new statistical properties for the global optimizer, namely, the mini-batch maximum partial-likelihood estimator (mb-MPLE). We…