highmlr() now excludes
non-numeric columns (e.g. identifiers) automatically, preventing an
error when features is left unspecified.coxnet backend now validates that supplied features
are numeric and reports a clear error otherwise.rsf, aorsf,
xgboost) now default to at most two threads, configurable
via options(), to respect multi-core policies in
batch-checking environments.Major rewrite. This release supersedes the original CRAN version
0.1.1 and is not backward-compatible with it. The
previous six functions (mlhighCox, mlhighKap,
mlhighFrail, mlhighHet,
mlclassCox, mlclassKap) and their
mlr3/coxme/missForest backend
have been replaced by a single, unified interface. Code written for
0.1.1 will not run unchanged.
highmlr() entry point dispatching to eight
feature-selection methods, all returning a common
highmlr_fit S3 object: Cox elastic net
(coxnet), random survival forest (rsf),
accelerated oblique RSF (aorsf), gradient-boosted Cox
(xgboost), stability selection (stability),
univariate Cox screening (univariate), pseudo-observation
bridging (pseudo), and Fine-Gray competing-risks selection
(finegray).print(),
summary(), plot(), coef(),
predict().highmlr_compare(),
highmlr_stability(), highmlr_explain(),
highmlr_screen(), highmlr_report().method = "pseudo" – Andersen & Perme (2010)
pseudo-observation bridge. Computes jackknife pseudo-values for S(t) at
chosen evaluation times, then fits any regression learner
(ranger, xgboost, glmnet) on the
transformed outcome, allowing arbitrary regression ML on right-censored
data without the proportional hazards assumption.method = "finegray" – Fine-Gray subdistribution hazard
feature selection for competing-risks data. Status coded 0/1/2+ (cause
of interest configurable). Returns subdistribution hazard ratios with
FDR-adjusted p-values.highmlr_causal() – EXPERIMENTAL.
Causal survival forest via grf for heterogeneous treatment
effects on survival. Returns per-patient CATE estimates (RMST or
survival-probability difference) with standard errors, the average
treatment effect, and covariate importance.highmlr_conformal() – conformal prediction intervals
for survival time with finite-sample marginal coverage (Candes, Lei
& Ren, 2023), using inverse-probability-of-censoring weighting on
the calibration set.highmlr_explain() – time-dependent SHAP via SurvSHAP(t)
(Krzyzinski et al., 2023) by default, returning SHAP values per feature,
per patient, across time, with aggregated mean |SHAP| importance.
Permutation and break-down methods are also available.survival, glmnet,
ranger, aorsf, xgboost,
stabs, survex, grf,
prodlim, cmprsk, future,
future.apply, tibble, ggplot2,
rlang, stats, utils.knitr, rmarkdown,
testthat, mice,
riskRegression.mlr3, mlr3learners,
gtools, dplyr, coxme,
missForest, and R6 dependencies from 0.1.1 are
no longer used.hnscc and srdata are retained
from 0.1.1, now with expanded and corrected documentation.