Survival regression with proper scoring rules and monotonic neural networks
We consider frequently used scoring rules for right-censored survival regression models such as time-dependent concordance, survival-CRPS, integrated Brier score and integrated binomial log-likelihood, and prove that neither of them is a proper scoring rule. This means that the true survival distrib...
| Main Authors: | , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Journal of Machine Learning Research
2022
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