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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Rindt, D, Hu, R, Steinsaltz, D, Sejdinovic, D
التنسيق: Conference item
اللغة:English
منشور في: Journal of Machine Learning Research 2022