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mlr-org / mlr3proba

Probabilistic Learning for mlr3
https://mlr3proba.mlr-org.com/
GNU Lesser General Public License v3.0
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Allow specification of censoring model when calculating IPCW weighted Brier/Graf Score #164

Open adibender opened 3 years ago

adibender commented 3 years ago

In theory, it would also be possible to specify the learner which is used to learn the censoring model, tune the parameters, etc.... For now I'd restrict to simple parametric learner, e.g. coxph, but raises questions. E.g. what to do in n <p cases.

RaphaelS1 commented 3 years ago

Do we really want to do this? I know this is possible in {pec} but it has no good theoretical justification. How do you validate the censoring model? What about data bias which just gets propagated forward by the second learner. I'm not convinced this is something we should implement

adibender commented 3 years ago

Yes, vlaidation of the censoring model is a problem. But we should allow it should be able to a) recreate results from literature b) use it for comparison when they develop alternatives or similar

Is it hard to do technically?

RaphaelS1 commented 2 years ago

Is it hard to do technically?

Nope

recreate results from literature

It's an interesting argument. Okay, let's do it. I'll bump this up my list

bblodfon commented 6 months ago