measure optimizations and documentation updates

mlr-org / mlr3proba

Probabilistic Learning for mlr3

https://mlr3proba.mlr-org.com/

GNU Lesser General Public License v3.0

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measure optimizations and documentation updates #352

Closed RaphaelS1 closed 9 months ago

RaphaelS1 commented 9 months ago

Added methods so calib alpha and beta can be minimised

jemus42 commented 9 months ago

What's the status here? I'd like to try the difference method soonish -- should I rather test-drive the PR first?

jemus42 commented 9 months ago

Just notice that our issue of getting Inf here doesn't go away because the issue appears to be in

out = deaths / sum(haz)

where for some reason sum(haz) appears to be 0, so

out = abs(1 - out)

will still give us an Inf. I may also have forgotten what we get by using the difference method but I had just been staring at the Infs in my bma and noticed this 😅

bblodfon commented 9 months ago

Update/refine all measure docs
logloss optimized to use survival matrices
beta_calib diff version tested
alpha_calib optimized and diff version tested
Inf in calib_alpha => fix: use eps
Inf in graf improper => bug fix: remove Inf's from integration methods

bblodfon commented 9 months ago

addresses #350 and #365