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I used k_fold_cross_validation to build the model, but I don't know how to add in step size. I expected to add it to fitter_kwargs, like this, but that does not work:
k_fold_cross_validation(cph, df, duration_col='time', event_col='event', k=5, fitter_kwargs={fit_options:{"step_size":0.1}})
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I'm building a CoxPH model where I reduce the step size to 0.1, like so:
cph = CoxPHFitter()
cph.fit(df, 'time', 'event', fit_options = {"step_size":0.1})
I used k_fold_cross_validation to build the model, but I don't know how to add in step size. I expected to add it to fitter_kwargs, like this, but that does not work:
k_fold_cross_validation(cph, df, duration_col='time', event_col='event', k=5, fitter_kwargs={fit_options:{"step_size":0.1}})
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