mlr-org / mlr3proba

Probabilistic Learning for mlr3
https://mlr3proba.mlr-org.com/
GNU Lesser General Public License v3.0
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Add p_max parameter for cindex measure #384

Closed vlegoff closed 6 months ago

vlegoff commented 6 months ago

Hello,

This PR is answering the issue #383 that I opened. This a first crude implementation, mostly copied from the implementation in integrated_scores.R. Commenting further on this, I think it would be interesting to use all data (train and test) to estimate the censoring distribution used for weighting, in the same way as in the Graf score & with the same justification.