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BoXHED2.0

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Boosted eXact Hazard Estimator with Dynamic covariates v2.0 (BoXHED2.0, pronounced 'box-head') is a software package for nonparametrically estimating hazard functions via gradient boosted trees. BoXHED2.0 accommodates both time-static and time-dependent covariates.

Please refer to the BoXHED2.0 paper (Journal of Statistical Software 113:3, 2025) for details, which builds on the BoXHED1.0 paper (ICML 2020). The theoretical underpinnings for BoXHED is provided here (The Annals of Statistics 2021).

A tutorial notebook can be found at this GitHub page.

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