scikit-survival 0.26.0__cp312-cp312-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl

sksurv/ensemble/boosting.py

@@ -0,0 +1,1564 @@
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+import numbers
+
+import numpy as np
+from scipy.sparse import csc_matrix, csr_matrix, issparse
+from sklearn.base import BaseEstimator
+from sklearn.ensemble._base import BaseEnsemble
+from sklearn.ensemble._gb import BaseGradientBoosting, VerboseReporter
+from sklearn.ensemble._gradient_boosting import _random_sample_mask
+from sklearn.model_selection import train_test_split
+from sklearn.tree import DecisionTreeRegressor
+from sklearn.tree._tree import DTYPE
+from sklearn.utils._param_validation import Interval, StrOptions
+from sklearn.utils.extmath import squared_norm
+from sklearn.utils.validation import (
+    _check_sample_weight,
+    check_array,
+    check_is_fitted,
+    check_random_state,
+    validate_data,
+)
+
+from ..base import SurvivalAnalysisMixin
+from ..docstrings import append_cumulative_hazard_example, append_survival_function_example
+from ..linear_model.coxph import BreslowEstimator
+from ..util import check_array_survival
+from .survival_loss import LOSS_FUNCTIONS, CensoredSquaredLoss, CoxPH, IPCWLeastSquaresError
+
+__all__ = ["ComponentwiseGradientBoostingSurvivalAnalysis", "GradientBoostingSurvivalAnalysis"]
+
+
+def _sample_binomial_plus_one(p, size, random_state):
+    drop_model = random_state.binomial(1, p=p, size=size)
+    n_dropped = np.sum(drop_model)
+    if n_dropped == 0:
+        idx = random_state.randint(0, size)
+        drop_model[idx] = 1
+        n_dropped = 1
+    return drop_model, n_dropped
+
+
+class _ComponentwiseLeastSquares(BaseEstimator):
+    def __init__(self, component):
+        self.component = component
+
+    def fit(self, X, y, sample_weight):
+        xw = X[:, self.component] * sample_weight
+        b = np.dot(xw, y)
+        if b == 0:
+            self.coef_ = 0
+        else:
+            a = np.dot(xw, xw)
+            self.coef_ = b / a
+
+        return self
+
+    def predict(self, X):
+        return X[:, self.component] * self.coef_
+
+
+def _fit_stage_componentwise(X, residuals, sample_weight, **fit_params):  # pylint: disable=unused-argument
+    """Fit component-wise weighted least squares model"""
+    n_features = X.shape[1]
+
+    base_learners = []
+    error = np.empty(n_features)
+    for component in range(n_features):
+        learner = _ComponentwiseLeastSquares(component).fit(X, residuals, sample_weight)
+        l_pred = learner.predict(X)
+        error[component] = squared_norm(residuals - l_pred)
+        base_learners.append(learner)
+
+    # TODO: could use bottleneck.nanargmin for speed
+    best_component = np.nanargmin(error)
+    best_learner = base_learners[best_component]
+    return best_learner
+
+
+class ComponentwiseGradientBoostingSurvivalAnalysis(BaseEnsemble, SurvivalAnalysisMixin):
+    r"""Gradient boosting with component-wise least squares as base learner.
+
+    See the :ref:`User Guide </user_guide/boosting.ipynb>` and [1]_ for further description.
+
+    Parameters
+    ----------
+    loss : {'coxph', 'squared', 'ipcwls'}, optional, default: 'coxph'
+        loss function to be optimized. 'coxph' refers to partial likelihood loss
+        of Cox's proportional hazards model. The loss 'squared' minimizes a
+        squared regression loss that ignores predictions beyond the time of censoring,
+        and 'ipcwls' refers to inverse-probability of censoring weighted least squares error.
+
+    learning_rate : float, optional, default: 0.1
+        learning rate shrinks the contribution of each base learner by `learning_rate`.
+        There is a trade-off between `learning_rate` and `n_estimators`.
+        Values must be in the range `[0.0, inf)`.
+
+    n_estimators : int, optional, default: 100
+        The number of boosting stages to perform. Gradient boosting
+        is fairly robust to over-fitting so a large number usually
+        results in better performance.
+        Values must be in the range `[1, inf)`.
+
+    subsample : float, optional, default: 1.0
+        The fraction of samples to be used for fitting the individual base
+        learners. If smaller than 1.0 this results in Stochastic Gradient
+        Boosting. `subsample` interacts with the parameter `n_estimators`.
+        Choosing `subsample < 1.0` leads to a reduction of variance
+        and an increase in bias.
+        Values must be in the range `(0.0, 1.0]`.
+
+    warm_start : bool, optional, default: False
+        When set to ``True``, reuse the solution of the previous call to fit
+        and add more estimators to the ensemble, otherwise, just erase the
+        previous solution.
+
+    dropout_rate : float, optional, default: 0.0
+        If larger than zero, the residuals at each iteration are only computed
+        from a random subset of base learners. The value corresponds to the
+        percentage of base learners that are dropped. In each iteration,
+        at least one base learner is dropped. This is an alternative regularization
+        to shrinkage, i.e., setting `learning_rate < 1.0`.
+        Values must be in the range `[0.0, 1.0)`.
+
+    random_state : int, RandomState instance or None, optional, default: None
+        Controls the randomness of the subsampling of the data if ``subsample < 1.0``,
+        and the random selection of base learners to drop if ``dropout_rate > 0``.
+        Pass an int for reproducible output across multiple function calls.
+
+    verbose : int, optional, default: 0
+        Enable verbose output. If 1 then it prints progress and performance
+        once in a while.
+        Values must be in the range `[0, inf)`.
+
+    Attributes
+    ----------
+    coef_ : ndarray, shape = (n_features + 1,), dtype = float
+        The aggregated coefficients. The first element `coef\_[0]` corresponds
+        to the intercept. If loss is `coxph`, the intercept will always be zero.
+
+    estimators_ : list of base learners
+        The collection of fitted sub-estimators.
+
+    train_score_ : ndarray, shape = (n_estimators,)
+        The i-th score ``train_score_[i]`` is the loss of the
+        model at iteration ``i`` on the in-bag sample.
+        If ``subsample == 1`` this is the loss on the training data.
+
+    oob_improvement_ : ndarray, shape = (n_estimators,)
+        The improvement in loss on the out-of-bag samples
+        relative to the previous iteration.
+        ``oob_improvement_[0]`` is the improvement in
+        loss of the first stage over the ``init`` estimator.
+        Only available if ``subsample < 1.0``.
+
+    oob_scores_ : ndarray, shape = (n_estimators,)
+        The full history of the loss values on the out-of-bag
+        samples. Only available if ``subsample < 1.0``.
+
+    oob_score_ : float
+        The last value of the loss on the out-of-bag samples. It is
+        the same as ``oob_scores_[-1]``. Only available if ``subsample < 1.0``.
+
+    n_features_in_ : int
+        Number of features seen during ``fit``.
+
+    feature_names_in_ : ndarray, shape = (`n_features_in_`,)
+        Names of features seen during ``fit``. Defined only when `X`
+        has feature names that are all strings.
+
+    unique_times_ : ndarray, shape = (n_unique_times,)
+        Unique time points.
+
+    References
+    ----------
+    .. [1] Hothorn, T., Bühlmann, P., Dudoit, S., Molinaro, A., van der Laan, M. J.,
+           "Survival ensembles", Biostatistics, 7(3), 355-73, 2006
+    """
+
+    _parameter_constraints = {
+        "loss": [StrOptions(frozenset(LOSS_FUNCTIONS.keys()))],
+        "learning_rate": [Interval(numbers.Real, 0.0, None, closed="left")],
+        "n_estimators": [Interval(numbers.Integral, 1, None, closed="left")],
+        "subsample": [Interval(numbers.Real, 0.0, 1.0, closed="right")],
+        "warm_start": ["boolean"],
+        "dropout_rate": [Interval(numbers.Real, 0.0, 1.0, closed="left")],
+        "random_state": ["random_state"],
+        "verbose": ["verbose"],
+    }
+
+    def __init__(
+        self,
+        *,
+        loss="coxph",
+        learning_rate=0.1,
+        n_estimators=100,
+        subsample=1.0,
+        warm_start=False,
+        dropout_rate=0,
+        random_state=None,
+        verbose=0,
+    ):
+        self.loss = loss
+        self.n_estimators = n_estimators
+        self.learning_rate = learning_rate
+        self.subsample = subsample
+        self.warm_start = warm_start
+        self.dropout_rate = dropout_rate
+        self.random_state = random_state
+        self.verbose = verbose
+
+    @property
+    def _predict_risk_score(self):
+        return isinstance(self._loss, CoxPH)
+
+    def _is_fitted(self):
+        return len(getattr(self, "estimators_", [])) > 0
+
+    def _init_state(self):
+        self.estimators_ = np.empty(self.n_estimators, dtype=object)
+
+        self.train_score_ = np.zeros(self.n_estimators, dtype=np.float64)
+        # do oob?
+        if self.subsample < 1.0:
+            self.oob_improvement_ = np.zeros(self.n_estimators, dtype=np.float64)
+            self.oob_scores_ = np.zeros(self.n_estimators, dtype=np.float64)
+            self.oob_score_ = np.nan
+
+        if self.dropout_rate > 0:
+            self._scale = np.ones(int(self.n_estimators), dtype=float)
+
+    def _resize_state(self):
+        """Add additional ``n_estimators`` entries to all attributes."""
+        # self.n_estimators is the number of additional est to fit
+        total_n_estimators = self.n_estimators
+
+        self.estimators_ = np.resize(self.estimators_, total_n_estimators)
+        self.train_score_ = np.resize(self.train_score_, total_n_estimators)
+        if self.subsample < 1 or hasattr(self, "oob_improvement_"):
+            # if do oob resize arrays or create new if not available
+            if hasattr(self, "oob_improvement_"):
+                self.oob_improvement_ = np.resize(self.oob_improvement_, total_n_estimators)
+                self.oob_scores_ = np.resize(self.oob_scores_, total_n_estimators)
+                self.oob_score_ = np.nan
+            else:
+                self.oob_improvement_ = np.zeros(total_n_estimators, dtype=np.float64)
+                self.oob_scores_ = np.zeros((total_n_estimators,), dtype=np.float64)
+                self.oob_score_ = np.nan
+
+        if self.dropout_rate > 0:
+            if not hasattr(self, "_scale"):
+                raise ValueError(
+                    "fitting with warm_start=True and dropout_rate > 0 is only "
+                    "supported if the previous fit used dropout_rate > 0 too"
+                )
+
+            self._scale = np.resize(self._scale, total_n_estimators)
+            self._scale[self.n_estimators_ :] = 1
+
+    def _clear_state(self):
+        """Clear the state of the gradient boosting model."""
+        if hasattr(self, "estimators_"):
+            self.estimators_ = np.empty(0, dtype=object)
+        if hasattr(self, "train_score_"):
+            del self.train_score_
+        if hasattr(self, "oob_improvement_"):
+            del self.oob_improvement_
+        if hasattr(self, "oob_scores_"):
+            del self.oob_scores_
+        if hasattr(self, "oob_score_"):
+            del self.oob_score_
+        if hasattr(self, "_rng"):
+            del self._rng
+        if hasattr(self, "_scale"):
+            del self._scale
+
+    def _update_with_dropout(self, i, X, raw_predictions, scale, random_state):
+        # select base learners to be dropped for next iteration
+        drop_model, n_dropped = _sample_binomial_plus_one(self.dropout_rate, i + 1, random_state)
+
+        # adjust scaling factor of tree that is going to be trained in next iteration
+        scale[i + 1] = 1.0 / (n_dropped + 1.0)
+
+        raw_predictions[:] = 0
+        for m in range(i + 1):
+            if drop_model[m] == 1:
+                # adjust scaling factor of dropped trees
+                scale[m] *= n_dropped / (n_dropped + 1.0)
+            else:
+                # pseudoresponse of next iteration (without contribution of dropped trees)
+                raw_predictions += self.learning_rate * scale[m] * self.estimators_[m].predict(X)
+
+    def _fit(self, X, event, time, y_pred, sample_weight, random_state, begin_at_stage=0):  # noqa: C901
+        n_samples = X.shape[0]
+        # account for intercept
+        y = np.fromiter(zip(event, time), dtype=[("event", bool), ("time", np.float64)])
+
+        do_oob = self.subsample < 1.0
+        if do_oob:
+            n_inbag = max(1, int(self.subsample * n_samples))
+
+        do_dropout = self.dropout_rate > 0
+        if do_dropout:
+            scale = self._scale
+
+        if self.verbose:
+            verbose_reporter = VerboseReporter(verbose=self.verbose)
+            verbose_reporter.init(self, 0)
+
+        # perform boosting iterations
+        i = begin_at_stage
+        for i in range(begin_at_stage, int(self.n_estimators)):
+            # subsampling
+            if do_oob:
+                sample_mask = _random_sample_mask(n_samples, n_inbag, random_state)
+                subsample_weight = sample_weight * sample_mask.astype(np.float64)
+
+                # OOB score before adding this stage
+                y_oob_masked = y[~sample_mask]
+                sample_weight_oob_masked = sample_weight[~sample_mask]
+                if i == 0:  # store the initial loss to compute the OOB score
+                    initial_loss = self._loss(
+                        y_true=y_oob_masked,
+                        raw_prediction=y_pred[~sample_mask],
+                        sample_weight=sample_weight_oob_masked,
+                    )
+            else:
+                subsample_weight = sample_weight
+
+            residuals = self._loss.gradient(y, y_pred, sample_weight=sample_weight)
+
+            best_learner = _fit_stage_componentwise(X, residuals, subsample_weight)
+            self.estimators_[i] = best_learner
+
+            if do_dropout and i < len(scale) - 1:
+                self._update_with_dropout(i, X, y_pred, scale, random_state)
+            else:
+                y_pred += self.learning_rate * best_learner.predict(X)
+
+            # track loss
+            if do_oob:
+                self.train_score_[i] = self._loss(
+                    y_true=y[sample_mask],
+                    raw_prediction=y_pred[sample_mask],
+                    sample_weight=sample_weight[sample_mask],
+                )
+                self.oob_scores_[i] = self._loss(
+                    y_true=y_oob_masked,
+                    raw_prediction=y_pred[~sample_mask],
+                    sample_weight=sample_weight_oob_masked,
+                )
+                previous_loss = initial_loss if i == 0 else self.oob_scores_[i - 1]
+                self.oob_improvement_[i] = previous_loss - self.oob_scores_[i]
+                self.oob_score_ = self.oob_scores_[-1]
+            else:
+                # no need to fancy index w/ no subsampling
+                self.train_score_[i] = self._loss(y_true=y, raw_prediction=y_pred, sample_weight=sample_weight)
+
+            if self.verbose > 0:
+                verbose_reporter.update(i, self)
+
+        return i + 1
+
+    def fit(self, X, y, sample_weight=None):
+        """Fit estimator.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix
+
+        y : structured array, shape = (n_samples,)
+            A structured array with two fields. The first field is a boolean
+            where ``True`` indicates an event and ``False`` indicates right-censoring.
+            The second field is a float with the time of event or time of censoring.
+
+        sample_weight : array-like, shape = (n_samples,), optional
+            Weights given to each sample. If omitted, all samples have weight 1.
+
+        Returns
+        -------
+        self
+        """
+        self._validate_params()
+
+        if not self.warm_start:
+            self._clear_state()
+
+        X = validate_data(self, X, ensure_min_samples=2)
+        event, time = check_array_survival(X, y)
+
+        sample_weight = _check_sample_weight(sample_weight, X)
+
+        n_samples = X.shape[0]
+        Xi = np.column_stack((np.ones(n_samples), X))
+
+        self._loss = LOSS_FUNCTIONS[self.loss]()
+        if isinstance(self._loss, CensoredSquaredLoss | IPCWLeastSquaresError):
+            time = np.log(time)
+
+        if not self._is_fitted():
+            self._init_state()
+
+            y_pred = np.zeros(n_samples, dtype=np.float64)
+
+            begin_at_stage = 0
+
+            self._rng = check_random_state(self.random_state)
+        else:
+            # add more estimators to fitted model
+            # invariant: warm_start = True
+            if self.n_estimators < self.estimators_.shape[0]:
+                raise ValueError(
+                    "n_estimators=%d must be larger or equal to "
+                    "estimators_.shape[0]=%d when "
+                    "warm_start==True" % (self.n_estimators, self.estimators_.shape[0])
+                )
+            begin_at_stage = self.estimators_.shape[0]
+            y_pred = self._raw_predict(Xi)
+            self._resize_state()
+
+            # apply dropout to last stage of previous fit
+            if hasattr(self, "_scale") and self.dropout_rate > 0:
+                # pylint: disable-next=access-member-before-definition
+                self._update_with_dropout(self.n_estimators_ - 1, Xi, y_pred, self._scale, self._rng)
+
+        self.n_estimators_ = self._fit(Xi, event, time, y_pred, sample_weight, self._rng, begin_at_stage)
+
+        self._set_baseline_model(X, event, time)
+        return self
+
+    def _set_baseline_model(self, X, event, time):
+        if isinstance(self._loss, CoxPH):
+            risk_scores = self._predict(X)
+            self._baseline_model = BreslowEstimator().fit(risk_scores, event, time)
+        else:
+            self._baseline_model = None
+
+    def _raw_predict(self, X):
+        pred = np.zeros(X.shape[0], dtype=float)
+        for estimator in self.estimators_:
+            pred += self.learning_rate * estimator.predict(X)
+        return pred
+
+    def _predict(self, X):
+        # account for intercept
+        Xi = np.column_stack((np.ones(X.shape[0]), X))
+        pred = self._raw_predict(Xi)
+        return self._loss._scale_raw_prediction(pred)
+
+    def predict(self, X):
+        """Predict risk scores.
+
+        If `loss='coxph'`, predictions can be interpreted as log hazard ratio
+        corresponding to the linear predictor of a Cox proportional hazards
+        model. If `loss='squared'` or `loss='ipcwls'`, predictions are the
+        time to event.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix.
+
+        Returns
+        -------
+        risk_score : array, shape = (n_samples,)
+            Predicted risk scores.
+        """
+        check_is_fitted(self, "estimators_")
+        X = validate_data(self, X, reset=False)
+
+        return self._predict(X)
+
+    def _get_baseline_model(self):
+        if self._baseline_model is None:
+            raise ValueError("`fit` must be called with the loss option set to 'coxph'.")
+        return self._baseline_model
+
+    @append_cumulative_hazard_example(
+        estimator_mod="ensemble", estimator_class="ComponentwiseGradientBoostingSurvivalAnalysis"
+    )
+    def predict_cumulative_hazard_function(self, X, return_array=False):
+        r"""Predict cumulative hazard function.
+
+        Only available if :meth:`fit` has been called with `loss = "coxph"`.
+
+        The cumulative hazard function for an individual
+        with feature vector :math:`x` is defined as
+
+        .. math::
+
+            H(t \mid x) = \exp(f(x)) H_0(t) ,
+
+        where :math:`f(\cdot)` is the additive ensemble of base learners,
+        and :math:`H_0(t)` is the baseline hazard function,
+        estimated by Breslow's estimator.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix.
+
+        return_array : bool, default: False
+            Whether to return a single array of cumulative hazard values
+            or a list of step functions.
+
+            If `False`, a list of :class:`sksurv.functions.StepFunction`
+            objects is returned.
+
+            If `True`, a 2d-array of shape `(n_samples, n_unique_times)` is
+            returned, where `n_unique_times` is the number of unique
+            event times in the training data. Each row represents the cumulative
+            hazard function of an individual evaluated at `unique_times_`.
+
+        Returns
+        -------
+        cum_hazard : ndarray
+            If `return_array` is `False`, an array of `n_samples`
+            :class:`sksurv.functions.StepFunction` instances is returned.
+
+            If `return_array` is `True`, a numeric array of shape
+            `(n_samples, n_unique_times_)` is returned.
+
+        Examples
+        --------
+        """
+        return self._predict_cumulative_hazard_function(self._get_baseline_model(), self.predict(X), return_array)
+
+    @append_survival_function_example(
+        estimator_mod="ensemble", estimator_class="ComponentwiseGradientBoostingSurvivalAnalysis"
+    )
+    def predict_survival_function(self, X, return_array=False):
+        r"""Predict survival function.
+
+        Only available if :meth:`fit` has been called with `loss = "coxph"`.
+
+        The survival function for an individual
+        with feature vector :math:`x` is defined as
+
+        .. math::
+
+            S(t \mid x) = S_0(t)^{\exp(f(x)} ,
+
+        where :math:`f(\cdot)` is the additive ensemble of base learners,
+        and :math:`S_0(t)` is the baseline survival function,
+        estimated by Breslow's estimator.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix.
+
+        return_array : bool, default: False
+            Whether to return a single array of survival probabilities
+            or a list of step functions.
+
+            If `False`, a list of :class:`sksurv.functions.StepFunction`
+            objects is returned.
+
+            If `True`, a 2d-array of shape `(n_samples, n_unique_times)` is
+            returned, where `n_unique_times` is the number of unique
+            event times in the training data. Each row represents the survival
+            function of an individual evaluated at `unique_times_`.
+
+        Returns
+        -------
+        survival : ndarray
+            If `return_array` is `False`, an array of `n_samples`
+            :class:`sksurv.functions.StepFunction` instances is returned.
+
+            If `return_array` is `True`, a numeric array of shape
+            `(n_samples, n_unique_times_)` is returned.
+
+        Examples
+        --------
+        """
+        return self._predict_survival_function(self._get_baseline_model(), self.predict(X), return_array)
+
+    @property
+    def coef_(self):
+        coef = np.zeros(self.n_features_in_ + 1, dtype=float)
+
+        for estimator in self.estimators_:
+            coef[estimator.component] += self.learning_rate * estimator.coef_
+
+        return coef
+
+    @property
+    def unique_times_(self):
+        return self._get_baseline_model().unique_times_
+
+    @property
+    def feature_importances_(self):
+        imp = np.empty(self.n_features_in_ + 1, dtype=object)
+        for i in range(imp.shape[0]):
+            imp[i] = []
+
+        for k, estimator in enumerate(self.estimators_):
+            imp[estimator.component].append(k + 1)
+
+        def _importance(x):
+            if len(x) > 0:
+                return np.min(x)
+            return np.nan
+
+        ret = np.array([_importance(x) for x in imp])
+        return ret
+
+    def _make_estimator(self, append=True, random_state=None):
+        # we don't need _make_estimator
+        raise NotImplementedError()
+
+
+class GradientBoostingSurvivalAnalysis(BaseGradientBoosting, SurvivalAnalysisMixin):
+    r"""Gradient-boosted Cox proportional hazard loss with
+    regression trees as base learner.
+
+    In each stage, a regression tree is fit on the negative gradient
+    of the loss function.
+
+    For more details on gradient boosting see [1]_ and [2]_. If `loss='coxph'`,
+    the partial likelihood of the proportional hazards model is optimized as
+    described in [3]_. If `loss='ipcwls'`, the accelerated failure time model with
+    inverse-probability of censoring weighted least squares error is optimized as
+    described in [4]_. When using a non-zero `dropout_rate`, regularization is
+    applied during training following [5]_.
+
+    See the :ref:`User Guide </user_guide/boosting.ipynb>` for examples.
+
+    Parameters
+    ----------
+    loss : {'coxph', 'squared', 'ipcwls'}, optional, default: 'coxph'
+        loss function to be optimized. 'coxph' refers to partial likelihood loss
+        of Cox's proportional hazards model. The loss 'squared' minimizes a
+        squared regression loss that ignores predictions beyond the time of censoring,
+        and 'ipcwls' refers to inverse-probability of censoring weighted least squares error.
+
+    learning_rate : float, optional, default: 0.1
+        learning rate shrinks the contribution of each tree by `learning_rate`.
+        There is a trade-off between `learning_rate` and `n_estimators`.
+        Values must be in the range `[0.0, inf)`.
+
+    n_estimators : int, optional, default: 100
+        The number of regression trees to create. Gradient boosting
+        is fairly robust to over-fitting so a large number usually
+        results in better performance.
+        Values must be in the range `[1, inf)`.
+
+    subsample : float, optional, default: 1.0
+        The fraction of samples to be used for fitting the individual base
+        learners. If smaller than 1.0 this results in Stochastic Gradient
+        Boosting. `subsample` interacts with the parameter `n_estimators`.
+        Choosing `subsample < 1.0` leads to a reduction of variance
+        and an increase in bias.
+        Values must be in the range `(0.0, 1.0]`.
+
+    criterion : {'friedman_mse', 'squared_error'}, optional, default: 'friedman_mse'
+        The function to measure the quality of a split. Supported criteria are
+        'friedman_mse' for the mean squared error with improvement score by
+        Friedman, 'squared_error' for mean squared error. The default value of
+        'friedman_mse' is generally the best as it can provide a better
+        approximation in some cases.
+
+    min_samples_split : int or float, optional, default: 2
+        The minimum number of samples required to split an internal node:
+
+        - If int, values must be in the range `[2, inf)`.
+        - If float, values must be in the range `(0.0, 1.0]` and `min_samples_split`
+          will be `ceil(min_samples_split * n_samples)`.
+
+    min_samples_leaf : int or float, optional, default: 1
+        The minimum number of samples required to be at a leaf node.
+        A split point at any depth will only be considered if it leaves at
+        least ``min_samples_leaf`` training samples in each of the left and
+        right branches.  This may have the effect of smoothing the model,
+        especially in regression.
+
+        - If int, values must be in the range `[1, inf)`.
+        - If float, values must be in the range `(0.0, 1.0)` and `min_samples_leaf`
+          will be `ceil(min_samples_leaf * n_samples)`.
+
+    min_weight_fraction_leaf : float, optional, default: 0.
+        The minimum weighted fraction of the sum total of weights (of all
+        the input samples) required to be at a leaf node. Samples have
+        equal weight when `sample_weight` is not provided.
+        Values must be in the range `[0.0, 0.5]`.
+
+    max_depth : int or None, optional, default: 3
+        Maximum depth of the individual regression estimators. The maximum
+        depth limits the number of nodes in the tree. Tune this parameter
+        for best performance; the best value depends on the interaction
+        of the input variables. If None, then nodes are expanded until
+        all leaves are pure or until all leaves contain less than
+        `min_samples_split` samples.
+        If int, values must be in the range `[1, inf)`.
+
+    min_impurity_decrease : float, optional, default: 0.
+        A node will be split if this split induces a decrease of the impurity
+        greater than or equal to this value.
+
+        The weighted impurity decrease equation is the following::
+
+            N_t / N * (impurity - N_t_R / N_t * right_impurity
+                                - N_t_L / N_t * left_impurity)
+
+        where ``N`` is the total number of samples, ``N_t`` is the number of
+        samples at the current node, ``N_t_L`` is the number of samples in the
+        left child, and ``N_t_R`` is the number of samples in the right child.
+
+        ``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
+        if ``sample_weight`` is passed.
+
+    random_state : int, RandomState instance, or None, optional, default: None
+        Controls the random seed given to each Tree estimator at each
+        boosting iteration.
+        In addition, it controls the random permutation of the features at
+        each split.
+        It also controls the random splitting of the training data to obtain a
+        validation set if `n_iter_no_change` is not None.
+        Pass an int for reproducible output across multiple function calls.
+
+    max_features : int, float, {'sqrt', 'log2'} or None, optional, default: None
+        The number of features to consider when looking for the best split:
+
+        - If int, values must be in the range `[1, inf)`.
+        - If float, values must be in the range `(0.0, 1.0]` and the features
+          considered at each split will be `max(1, int(max_features * n_features_in_))`.
+        - If 'sqrt', then `max_features=sqrt(n_features)`.
+        - If 'log2', then `max_features=log2(n_features)`.
+        - If None, then `max_features=n_features`.
+
+        Choosing `max_features < n_features` leads to a reduction of variance
+        and an increase in bias.
+
+        Note: the search for a split does not stop until at least one
+        valid partition of the node samples is found, even if it requires to
+        effectively inspect more than ``max_features`` features.
+
+    max_leaf_nodes : int or None, optional, default: None
+        Grow trees with ``max_leaf_nodes`` in best-first fashion.
+        Best nodes are defined as relative reduction in impurity.
+        Values must be in the range `[2, inf)`.
+        If `None`, then unlimited number of leaf nodes.
+
+    warm_start : bool, optional, default: False
+        When set to ``True``, reuse the solution of the previous call to fit
+        and add more estimators to the ensemble, otherwise, just erase the
+        previous solution.
+
+    validation_fraction : float, optional, default: 0.1
+        The proportion of training data to set aside as validation set for
+        early stopping. Values must be in the range `(0.0, 1.0)`.
+        Only used if ``n_iter_no_change`` is set to an integer.
+
+    n_iter_no_change : int, optional, default: None
+        ``n_iter_no_change`` is used to decide if early stopping will be used
+        to terminate training when validation score is not improving. By
+        default it is set to None to disable early stopping. If set to a
+        number, it will set aside ``validation_fraction`` size of the training
+        data as validation and terminate training when validation score is not
+        improving in all of the previous ``n_iter_no_change`` numbers of
+        iterations. The split is stratified.
+        Values must be in the range `[1, inf)`.
+
+    tol : float, optional, default: 1e-4
+        Tolerance for the early stopping. When the loss is not improving
+        by at least tol for ``n_iter_no_change`` iterations (if set to a
+        number), the training stops.
+        Values must be in the range `[0.0, inf)`.
+
+    dropout_rate : float, optional, default: 0.0
+        If larger than zero, the residuals at each iteration are only computed
+        from a random subset of base learners. The value corresponds to the
+        percentage of base learners that are dropped. In each iteration,
+        at least one base learner is dropped. This is an alternative regularization
+        to shrinkage, i.e., setting `learning_rate < 1.0`.
+        Values must be in the range `[0.0, 1.0)`.
+
+    verbose : int, optional, default: 0
+        Enable verbose output. If 1 then it prints progress and performance
+        once in a while (the more trees the lower the frequency). If greater
+        than 1 then it prints progress and performance for every tree.
+        Values must be in the range `[0, inf)`.
+
+    ccp_alpha : float, optional, default: 0.0
+        Complexity parameter used for Minimal Cost-Complexity Pruning. The
+        subtree with the largest cost complexity that is smaller than
+        ``ccp_alpha`` will be chosen. By default, no pruning is performed.
+        Values must be in the range `[0.0, inf)`.
+
+    Attributes
+    ----------
+    n_estimators_ : int
+        The number of estimators as selected by early stopping (if
+        ``n_iter_no_change`` is specified). Otherwise it is set to
+        ``n_estimators``.
+
+    feature_importances_ : ndarray, shape = (n_features,)
+        The feature importances (the higher, the more important the feature).
+
+    estimators_ : ndarray of DecisionTreeRegressor, shape = (n_estimators, 1)
+        The collection of fitted sub-estimators.
+
+    train_score_ : ndarray, shape = (n_estimators,)
+        The i-th score ``train_score_[i]`` is the loss of the
+        model at iteration ``i`` on the in-bag sample.
+        If ``subsample == 1`` this is the loss on the training data.
+
+    oob_improvement_ : ndarray, shape = (n_estimators,)
+        The improvement in loss on the out-of-bag samples
+        relative to the previous iteration.
+        ``oob_improvement_[0]`` is the improvement in
+        loss of the first stage over the ``init`` estimator.
+        Only available if ``subsample < 1.0``.
+
+    oob_scores_ : ndarray, shape = (n_estimators,)
+        The full history of the loss values on the out-of-bag
+        samples. Only available if ``subsample < 1.0``.
+
+    oob_score_ : float
+        The last value of the loss on the out-of-bag samples. It is
+        the same as ``oob_scores_[-1]``. Only available if ``subsample < 1.0``.
+
+    n_features_in_ : int
+        Number of features seen during ``fit``.
+
+    feature_names_in_ : ndarray, shape = (`n_features_in_`,)
+        Names of features seen during ``fit``. Defined only when `X`
+        has feature names that are all strings.
+
+    max_features_ : int
+        The inferred value of max_features.
+
+    unique_times_ : ndarray, shape = (n_unique_times,)
+        Unique time points.
+
+    See also
+    --------
+    sksurv.ensemble.ComponentwiseGradientBoostingSurvivalAnalysis
+        Gradient boosting with component-wise least squares as base learner.
+
+    References
+    ----------
+    .. [1] J. H. Friedman, "Greedy function approximation: A gradient boosting machine,"
+           The Annals of Statistics, 29(5), 1189–1232, 2001.
+    .. [2] J. H. Friedman, "Stochastic gradient boosting,"
+           Computational Statistics & Data Analysis, 38(4), 367–378, 2002.
+    .. [3] G. Ridgeway, "The state of boosting,"
+           Computing Science and Statistics, 172–181, 1999.
+    .. [4] Hothorn, T., Bühlmann, P., Dudoit, S., Molinaro, A., van der Laan, M. J.,
+           "Survival ensembles", Biostatistics, 7(3), 355-73, 2006.
+    .. [5] K. V. Rashmi and R. Gilad-Bachrach,
+           "DART: Dropouts meet multiple additive regression trees,"
+           in 18th International Conference on Artificial Intelligence and Statistics,
+           2015, 489–497.
+    """
+
+    _parameter_constraints = {
+        **BaseGradientBoosting._parameter_constraints,
+        "loss": [StrOptions(frozenset(LOSS_FUNCTIONS.keys()))],
+        "dropout_rate": [Interval(numbers.Real, 0.0, 1.0, closed="left")],
+    }
+
+    def __init__(
+        self,
+        *,
+        loss="coxph",
+        learning_rate=0.1,
+        n_estimators=100,
+        subsample=1.0,
+        criterion="friedman_mse",
+        min_samples_split=2,
+        min_samples_leaf=1,
+        min_weight_fraction_leaf=0.0,
+        max_depth=3,
+        min_impurity_decrease=0.0,
+        random_state=None,
+        max_features=None,
+        max_leaf_nodes=None,
+        warm_start=False,
+        validation_fraction=0.1,
+        n_iter_no_change=None,
+        tol=1e-4,
+        dropout_rate=0.0,
+        verbose=0,
+        ccp_alpha=0.0,
+    ):
+        super().__init__(
+            loss=loss,
+            learning_rate=learning_rate,
+            n_estimators=n_estimators,
+            criterion=criterion,
+            min_samples_split=min_samples_split,
+            min_samples_leaf=min_samples_leaf,
+            min_weight_fraction_leaf=min_weight_fraction_leaf,
+            max_depth=max_depth,
+            init="zero",
+            subsample=subsample,
+            max_features=max_features,
+            random_state=random_state,
+            verbose=verbose,
+            max_leaf_nodes=max_leaf_nodes,
+            warm_start=warm_start,
+            min_impurity_decrease=min_impurity_decrease,
+            validation_fraction=validation_fraction,
+            n_iter_no_change=n_iter_no_change,
+            tol=tol,
+            ccp_alpha=ccp_alpha,
+        )
+        self.dropout_rate = dropout_rate
+
+    def _encode_y(self, y, sample_weight):
+        self.n_trees_per_iteration_ = 1
+        return y
+
+    def _get_loss(self, sample_weight):
+        return LOSS_FUNCTIONS[self.loss]()
+
+    @property
+    def _predict_risk_score(self):
+        return isinstance(self._loss, CoxPH)
+
+    def _set_max_features(self):
+        """Set self.max_features_."""
+        if isinstance(self.max_features, str):
+            if self.max_features == "sqrt":
+                max_features = max(1, int(np.sqrt(self.n_features_in_)))
+            elif self.max_features == "log2":
+                max_features = max(1, int(np.log2(self.n_features_in_)))
+        elif self.max_features is None:
+            max_features = self.n_features_in_
+        elif isinstance(self.max_features, numbers.Integral):
+            max_features = self.max_features
+        else:  # float
+            max_features = max(1, int(self.max_features * self.n_features_in_))
+
+        self.max_features_ = max_features
+
+    def _update_with_dropout(self, i, X, raw_predictions, k, scale, random_state):
+        # select base learners to be dropped for next iteration
+        drop_model, n_dropped = _sample_binomial_plus_one(self.dropout_rate, i + 1, random_state)
+
+        # adjust scaling factor of tree that is going to be trained in next iteration
+        scale[i + 1] = 1.0 / (n_dropped + 1.0)
+
+        raw_predictions[:, k] = 0
+        for m in range(i + 1):
+            if drop_model[m] == 1:
+                # adjust scaling factor of dropped trees
+                scale[m] *= n_dropped / (n_dropped + 1.0)
+            else:
+                # pseudoresponse of next iteration (without contribution of dropped trees)
+                raw_predictions[:, k] += self.learning_rate * scale[m] * self.estimators_[m, k].predict(X).ravel()
+
+    def _fit_stage(
+        self,
+        i,
+        X,
+        y,
+        raw_predictions,
+        sample_weight,
+        sample_mask,
+        random_state,
+        scale,
+        X_csc=None,
+        X_csr=None,
+    ):
+        """Fit another stage of ``n_classes_`` trees to the boosting model."""
+
+        assert sample_mask.dtype == bool
+
+        # whether to use dropout in next iteration
+        do_dropout = self.dropout_rate > 0.0 and i < len(scale) - 1
+
+        # Need to pass a copy of raw_predictions to negative_gradient()
+        # because raw_predictions is partially updated at the end of the loop
+        # in update_terminal_regions(), and gradients need to be evaluated at
+        # iteration i - 1.
+        raw_predictions_copy = raw_predictions.copy()
+
+        neg_gradient = self._loss.gradient(
+            y_true=y,
+            raw_prediction=raw_predictions_copy,
+            sample_weight=None,  # We pass sample_weights to the tree directly.
+        )
+
+        for k in range(self.n_trees_per_iteration_):
+            # induce regression tree on the negative gradient
+            tree = DecisionTreeRegressor(
+                criterion=self.criterion,
+                splitter="best",
+                max_depth=self.max_depth,
+                min_samples_split=self.min_samples_split,
+                min_samples_leaf=self.min_samples_leaf,
+                min_weight_fraction_leaf=self.min_weight_fraction_leaf,
+                min_impurity_decrease=self.min_impurity_decrease,
+                max_features=self.max_features,
+                max_leaf_nodes=self.max_leaf_nodes,
+                random_state=random_state,
+                ccp_alpha=self.ccp_alpha,
+            )
+
+            if self.subsample < 1.0:
+                # no inplace multiplication!
+                sample_weight = sample_weight * sample_mask.astype(np.float64)
+
+            X = X_csc if X_csc is not None else X
+            tree.fit(X, neg_gradient, sample_weight=sample_weight, check_input=False)
+
+            # add tree to ensemble
+            self.estimators_[i, k] = tree
+
+            # update tree leaves
+            if do_dropout:
+                self._update_with_dropout(i, X, raw_predictions, k, scale, random_state)
+            else:
+                # update tree leaves
+                X_for_tree_update = X_csr if X_csr is not None else X
+                self._loss.update_terminal_regions(
+                    tree.tree_,
+                    X_for_tree_update,
+                    y,
+                    neg_gradient,
+                    raw_predictions,
+                    sample_weight,
+                    sample_mask,
+                    learning_rate=self.learning_rate,
+                    k=k,
+                )
+
+        return raw_predictions
+
+    def _fit_stages(  # noqa: C901
+        self,
+        X,
+        y,
+        raw_predictions,
+        sample_weight,
+        random_state,
+        X_val,
+        y_val,
+        sample_weight_val,
+        scale,
+        begin_at_stage=0,
+        monitor=None,
+    ):
+        """Iteratively fits the stages.
+
+        For each stage it computes the progress (OOB, train score)
+        and delegates to ``_fit_stage``.
+        Returns the number of stages fit; might differ from ``n_estimators``
+        due to early stopping.
+        """
+        n_samples = X.shape[0]
+        do_oob = self.subsample < 1.0
+        sample_mask = np.ones((n_samples,), dtype=bool)
+        n_inbag = max(1, int(self.subsample * n_samples))
+
+        if self.verbose:
+            verbose_reporter = VerboseReporter(verbose=self.verbose)
+            verbose_reporter.init(self, begin_at_stage)
+
+        X_csc = csc_matrix(X) if issparse(X) else None
+        X_csr = csr_matrix(X) if issparse(X) else None
+
+        if self.n_iter_no_change is not None:
+            loss_history = np.full(self.n_iter_no_change, np.inf)
+            # We create a generator to get the predictions for X_val after
+            # the addition of each successive stage
+            y_val_pred_iter = self._staged_raw_predict(X_val, check_input=False)
+
+        # perform boosting iterations
+        i = begin_at_stage
+        for i in range(begin_at_stage, self.n_estimators):
+            # subsampling
+            if do_oob:
+                sample_mask = _random_sample_mask(n_samples, n_inbag, random_state)
+                # OOB score before adding this stage
+                y_oob_masked = y[~sample_mask]
+                sample_weight_oob_masked = sample_weight[~sample_mask]
+                if i == 0:  # store the initial loss to compute the OOB score
+                    initial_loss = self._loss(
+                        y_true=y_oob_masked,
+                        raw_prediction=raw_predictions[~sample_mask],
+                        sample_weight=sample_weight_oob_masked,
+                    )
+
+            # fit next stage of trees
+            raw_predictions = self._fit_stage(
+                i,
+                X,
+                y,
+                raw_predictions,
+                sample_weight,
+                sample_mask,
+                random_state,
+                scale,
+                X_csc=X_csc,
+                X_csr=X_csr,
+            )
+
+            # track loss
+            if do_oob:
+                self.train_score_[i] = self._loss(
+                    y_true=y[sample_mask],
+                    raw_prediction=raw_predictions[sample_mask],
+                    sample_weight=sample_weight[sample_mask],
+                )
+                self.oob_scores_[i] = self._loss(
+                    y_true=y_oob_masked,
+                    raw_prediction=raw_predictions[~sample_mask],
+                    sample_weight=sample_weight_oob_masked,
+                )
+                previous_loss = initial_loss if i == 0 else self.oob_scores_[i - 1]
+                self.oob_improvement_[i] = previous_loss - self.oob_scores_[i]
+                self.oob_score_ = self.oob_scores_[-1]
+            else:
+                # no need to fancy index w/ no subsampling
+                self.train_score_[i] = self._loss(y_true=y, raw_prediction=raw_predictions, sample_weight=sample_weight)
+
+            if self.verbose > 0:
+                verbose_reporter.update(i, self)
+
+            if monitor is not None:
+                early_stopping = monitor(i, self, locals())
+                if early_stopping:
+                    break
+
+            # We also provide an early stopping based on the score from
+            # validation set (X_val, y_val), if n_iter_no_change is set
+            if self.n_iter_no_change is not None:
+                # By calling next(y_val_pred_iter), we get the predictions
+                # for X_val after the addition of the current stage
+                validation_loss = self._loss(y_val, next(y_val_pred_iter), sample_weight_val)
+
+                # Require validation_score to be better (less) than at least
+                # one of the last n_iter_no_change evaluations
+                if np.any(validation_loss + self.tol < loss_history):
+                    loss_history[i % len(loss_history)] = validation_loss
+                else:
+                    break
+
+        return i + 1
+
+    def _init_state(self):
+        super()._init_state()
+
+        if self.dropout_rate > 0.0:
+            self._scale = np.ones(self.n_estimators, dtype=float)
+
+    def _resize_state(self):
+        super()._resize_state()
+
+        if self.dropout_rate > 0:
+            if not hasattr(self, "_scale"):
+                raise ValueError(
+                    "fitting with warm_start=True and dropout_rate > 0 is only "
+                    "supported if the previous fit used dropout_rate > 0 too"
+                )
+
+            self._scale = np.resize(self._scale, self.n_estimators)
+            self._scale[self.n_estimators_ :] = 1
+
+    def _shrink_state(self, n_stages):
+        self.estimators_ = self.estimators_[:n_stages]
+        self.train_score_ = self.train_score_[:n_stages]
+        if hasattr(self, "oob_improvement_"):
+            self.oob_improvement_ = self.oob_improvement_[:n_stages]
+            self.oob_scores_ = self.oob_scores_[:n_stages]
+            self.oob_score_ = self.oob_scores_[-1]
+        if hasattr(self, "_scale"):
+            self._scale = self._scale[:n_stages]
+
+    def fit(self, X, y, sample_weight=None, monitor=None):
+        """Fit the gradient boosting model.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix
+
+        y : structured array, shape = (n_samples,)
+            A structured array with two fields. The first field is a boolean
+            where ``True`` indicates an event and ``False`` indicates right-censoring.
+            The second field is a float with the time of event or time of censoring.
+
+        sample_weight : array-like, shape = (n_samples,), optional
+            Weights given to each sample. If omitted, all samples have weight 1.
+
+        monitor : callable, optional
+            The monitor is called after each iteration with the current
+            iteration, a reference to the estimator and the local variables of
+            ``_fit_stages`` as keyword arguments ``callable(i, self,
+            locals())``. If the callable returns ``True`` the fitting procedure
+            is stopped. The monitor can be used for various things such as
+            computing held-out estimates, early stopping, model introspect, and
+            snapshoting.
+
+        Returns
+        -------
+        self : object
+            Returns self.
+        """
+        self._validate_params()
+
+        if not self.warm_start:
+            self._clear_state()
+
+        X = validate_data(
+            self,
+            X,
+            ensure_min_samples=2,
+            order="C",
+            accept_sparse=["csr", "csc", "coo"],
+            dtype=DTYPE,
+        )
+        event, time = check_array_survival(X, y)
+
+        sample_weight_is_none = sample_weight is None
+        sample_weight = _check_sample_weight(sample_weight, X)
+
+        if sample_weight_is_none:
+            y = self._encode_y(y=y, sample_weight=None)
+        else:
+            y = self._encode_y(y=y, sample_weight=sample_weight)
+
+        self._set_max_features()
+
+        # self.loss is guaranteed to be a string
+        self._loss = self._get_loss(sample_weight=sample_weight)
+
+        if isinstance(self._loss, CensoredSquaredLoss | IPCWLeastSquaresError):
+            time = np.log(time)
+
+        if self.n_iter_no_change is not None:
+            (
+                X_train,
+                X_val,
+                event_train,
+                event_val,
+                time_train,
+                time_val,
+                sample_weight_train,
+                sample_weight_val,
+            ) = train_test_split(
+                X,
+                event,
+                time,
+                sample_weight,
+                random_state=self.random_state,
+                test_size=self.validation_fraction,
+                stratify=event,
+            )
+            y_val = np.fromiter(zip(event_val, time_val), dtype=[("event", bool), ("time", np.float64)])
+        else:
+            X_train, sample_weight_train = X, sample_weight
+            event_train, time_train = event, time
+            X_val = y_val = sample_weight_val = None
+
+        y_train = np.fromiter(zip(event_train, time_train), dtype=[("event", bool), ("time", np.float64)])
+        n_samples = X_train.shape[0]
+
+        # First time calling fit.
+        if not self._is_fitted():
+            # init state
+            self._init_state()
+
+            raw_predictions = np.zeros(
+                shape=(n_samples, self.n_trees_per_iteration_),
+                dtype=np.float64,
+            )
+
+            begin_at_stage = 0
+
+            # The rng state must be preserved if warm_start is True
+            self._rng = check_random_state(self.random_state)
+
+        # warm start: this is not the first time fit was called
+        else:
+            # add more estimators to fitted model
+            # invariant: warm_start = True
+            if self.n_estimators < self.estimators_.shape[0]:
+                raise ValueError(
+                    "n_estimators=%d must be larger or equal to "
+                    "estimators_.shape[0]=%d when "
+                    "warm_start==True" % (self.n_estimators, self.estimators_.shape[0])
+                )
+            begin_at_stage = self.estimators_.shape[0]
+            # The requirements of _raw_predict
+            # are more constrained than fit. It accepts only CSR
+            # matrices. Finite values have already been checked in validate_data.
+            X_train = check_array(
+                X_train,
+                dtype=DTYPE,
+                order="C",
+                accept_sparse="csr",
+                ensure_all_finite=False,
+            )
+            raw_predictions = self._raw_predict(X_train)
+            self._resize_state()
+
+            # apply dropout to last stage of previous fit
+            if hasattr(self, "_scale") and self.dropout_rate > 0:
+                for k in range(self.n_trees_per_iteration_):
+                    self._update_with_dropout(
+                        # pylint: disable-next=access-member-before-definition
+                        self.n_estimators_ - 1,
+                        X_train,
+                        raw_predictions,
+                        k,
+                        self._scale,
+                        self._rng,
+                    )
+
+        scale = getattr(self, "_scale", None)
+
+        # fit the boosting stages
+        n_stages = self._fit_stages(
+            X_train,
+            y_train,
+            raw_predictions,
+            sample_weight_train,
+            self._rng,
+            X_val,
+            y_val,
+            sample_weight_val,
+            scale,
+            begin_at_stage,
+            monitor,
+        )
+        # change shape of arrays after fit (early-stopping or additional tests)
+        if n_stages != self.estimators_.shape[0]:
+            self._shrink_state(n_stages)
+        self.n_estimators_ = n_stages
+
+        self._set_baseline_model(X_train, event_train, time_train)
+
+        return self
+
+    def _set_baseline_model(self, X, event, time):
+        if isinstance(self._loss, CoxPH):
+            X_pred = X
+            if issparse(X):
+                X_pred = X.asformat("csr")
+            risk_scores = self._predict(X_pred)
+            self._baseline_model = BreslowEstimator().fit(risk_scores, event, time)
+        else:
+            self._baseline_model = None
+
+    def _dropout_predict_stage(self, X, i, K, score):
+        for k in range(K):
+            tree = self.estimators_[i, k].tree_
+            score += self.learning_rate * self._scale[i] * tree.predict(X).reshape((-1, 1))
+        return score
+
+    def _dropout_raw_predict(self, X):
+        raw_predictions = self._raw_predict_init(X)
+
+        n_estimators, K = self.estimators_.shape
+        for i in range(n_estimators):
+            self._dropout_predict_stage(X, i, K, raw_predictions)
+
+        return raw_predictions
+
+    def _dropout_staged_raw_predict(self, X):
+        X = validate_data(self, X, dtype=DTYPE, order="C", accept_sparse="csr")
+        raw_predictions = self._raw_predict_init(X)
+
+        n_estimators, K = self.estimators_.shape
+        for i in range(n_estimators):
+            self._dropout_predict_stage(X, i, K, raw_predictions)
+            yield raw_predictions.copy()
+
+    def _raw_predict(self, X):
+        # if dropout wasn't used during training, proceed as usual,
+        # otherwise consider scaling factor of individual trees
+        if not hasattr(self, "_scale"):
+            return super()._raw_predict(X)
+        return self._dropout_raw_predict(X)
+
+    def _init_decision_function(self, X):  # pragma: no cover
+        return super()._init_decision_function(X).reshape(-1, 1)
+
+    def _decision_function(self, X):  # pragma: no cover
+        return self._raw_predict(X)
+
+    def _predict(self, X):
+        score = self._raw_predict(X)
+        if score.shape[1] == 1:
+            score = score.ravel()
+
+        return self._loss._scale_raw_prediction(score)
+
+    def predict(self, X):
+        """Predict risk scores.
+
+        If `loss='coxph'`, predictions can be interpreted as log hazard ratio
+        similar to the linear predictor of a Cox proportional hazards
+        model. If `loss='squared'` or `loss='ipcwls'`, predictions are the
+        time to event.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            The input samples.
+
+        Returns
+        -------
+        y : ndarray, shape = (n_samples,)
+            The risk scores.
+        """
+        check_is_fitted(self, "estimators_")
+
+        X = validate_data(self, X, reset=False, order="C", accept_sparse="csr", dtype=DTYPE)
+        return self._predict(X)
+
+    def staged_predict(self, X):
+        """Predict risk scores at each stage for X.
+
+        This method allows monitoring (i.e. determine error on testing set)
+        after each stage.
+
+        If `loss='coxph'`, predictions can be interpreted as log hazard ratio
+        similar to the linear predictor of a Cox proportional hazards
+        model. If `loss='squared'` or `loss='ipcwls'`, predictions are the
+        time to event.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            The input samples.
+
+        Returns
+        -------
+        y : generator of array of shape = (n_samples,)
+            The predicted value of the input samples.
+        """
+        check_is_fitted(self, "estimators_")
+
+        # if dropout wasn't used during training, proceed as usual,
+        # otherwise consider scaling factor of individual trees
+        if not hasattr(self, "_scale"):
+            predictions_iter = self._staged_raw_predict(X)
+        else:
+            predictions_iter = self._dropout_staged_raw_predict(X)
+
+        for raw_predictions in predictions_iter:
+            y = self._loss._scale_raw_prediction(raw_predictions)
+            yield y.ravel()
+
+    def _get_baseline_model(self):
+        if self._baseline_model is None:
+            raise ValueError("`fit` must be called with the loss option set to 'coxph'.")
+        return self._baseline_model
+
+    @append_cumulative_hazard_example(estimator_mod="ensemble", estimator_class="GradientBoostingSurvivalAnalysis")
+    def predict_cumulative_hazard_function(self, X, return_array=False):
+        r"""Predict cumulative hazard function.
+
+        Only available if :meth:`fit` has been called with `loss = "coxph"`.
+
+        The cumulative hazard function for an individual
+        with feature vector :math:`x` is defined as
+
+        .. math::
+
+            H(t \mid x) = \exp(f(x)) H_0(t) ,
+
+        where :math:`f(\cdot)` is the additive ensemble of base learners,
+        and :math:`H_0(t)` is the baseline hazard function,
+        estimated by Breslow's estimator.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix.
+
+        return_array : bool, default: False
+            Whether to return a single array of cumulative hazard values
+            or a list of step functions.
+
+            If `False`, a list of :class:`sksurv.functions.StepFunction`
+            objects is returned.
+
+            If `True`, a 2d-array of shape `(n_samples, n_unique_times)` is
+            returned, where `n_unique_times` is the number of unique
+            event times in the training data. Each row represents the cumulative
+            hazard function of an individual evaluated at `unique_times_`.
+
+        Returns
+        -------
+        cum_hazard : ndarray
+            If `return_array` is `False`, an array of `n_samples`
+            :class:`sksurv.functions.StepFunction` instances is returned.
+
+            If `return_array` is `True`, a numeric array of shape
+            `(n_samples, n_unique_times_)` is returned.
+
+        Examples
+        --------
+        """
+        return self._predict_cumulative_hazard_function(self._get_baseline_model(), self.predict(X), return_array)
+
+    @append_survival_function_example(estimator_mod="ensemble", estimator_class="GradientBoostingSurvivalAnalysis")
+    def predict_survival_function(self, X, return_array=False):
+        r"""Predict survival function.
+
+        Only available if :meth:`fit` has been called with `loss = "coxph"`.
+
+        The survival function for an individual
+        with feature vector :math:`x` is defined as
+
+        .. math::
+
+            S(t \mid x) = S_0(t)^{\exp(f(x)} ,
+
+        where :math:`f(\cdot)` is the additive ensemble of base learners,
+        and :math:`S_0(t)` is the baseline survival function,
+        estimated by Breslow's estimator.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data matrix.
+
+        return_array : bool, default: False
+            Whether to return a single array of survival probabilities
+            or a list of step functions.
+
+            If `False`, a list of :class:`sksurv.functions.StepFunction`
+            objects is returned.
+
+            If `True`, a 2d-array of shape `(n_samples, n_unique_times)` is
+            returned, where `n_unique_times` is the number of unique
+            event times in the training data. Each row represents the survival
+            function of an individual evaluated at `unique_times_`.
+
+        Returns
+        -------
+        survival : ndarray
+            If `return_array` is `False`, an array of `n_samples`
+            :class:`sksurv.functions.StepFunction` instances is returned.
+
+            If `return_array` is `True`, a numeric array of shape
+            `(n_samples, n_unique_times_)` is returned.
+
+        Examples
+        --------
+        """
+        return self._predict_survival_function(self._get_baseline_model(), self.predict(X), return_array)
+
+    @property
+    def unique_times_(self):
+        return self._get_baseline_model().unique_times_