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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Rindt, D, Hu, R, Steinsaltz, D, Sejdinovic, D
Формат: Conference item
Хэл сонгох:English
Хэвлэсэн: Journal of Machine Learning Research 2022