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...
| Prif Awduron: | , , , |
|---|---|
| Fformat: | Conference item |
| Iaith: | English |
| Cyhoeddwyd: |
Journal of Machine Learning Research
2022
|