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loft-br / xgboost-survival-embeddings

Improving XGBoost survival analysis with embeddings and debiased estimators
https://loft-br.github.io/xgboost-survival-embeddings/
Apache License 2.0
313 stars 51 forks source link

D-Calibration Maximum Deviation #46

Closed Jeanselme closed 2 years ago

Jeanselme commented 2 years ago

Status

READY

Background context

Update the D calibration maximum deviation to take into account the number of bin used.

Description of the changes proposed in the pull request

Change 0.1 by 1/n_bins

gdmarmerola-loft commented 2 years ago

Hey @Jeanselme!

Thanks a lot for your review! Just ran tests and the only thing that seems to fail is code formatting. Just commented on the section that needs to be adjusted.

As soon as you make the corrections we can run tests and merge.

Jeanselme commented 2 years ago

Hey @Jeanselme!

Thanks a lot for your review! Just ran tests and the only thing that seems to fail is code formatting. Just commented on the section that needs to be adjusted.

As soon as you make the corrections we can run tests and merge.

Sorry for missing the test, I updated the code accordingly

gdmarmerola-loft commented 2 years ago

Great! Merged.

Thank you very much!