soda-inria / hazardous

Competing Risks and Survival Analysis
https://soda-inria.github.io/hazardous/
MIT License
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Add Gradient Boosting Incidence #11

Closed Vincent-Maladiere closed 1 year ago

Vincent-Maladiere commented 1 year ago

What does this PR implement

This is the implementation of GradientBoostingIncidence. This also introduces a bug fix for y_binary, detailed in #10.

TODO:

Remarks I replaced GradientBoostedCIF from the tutorial notebook with this PR and obtained the same results, both for the estimator and the brier score metric.

ogrisel commented 1 year ago

I think this is good enough for a first iteration (assuming CI is green).