This is the implementation of GradientBoostingIncidence.
This also introduces a bug fix for y_binary, detailed in #10.
TODO:
[x] the documentation is partial and needs to be completed (Olivier thinks the docstring of the public class is good enough for now). Some narrative guide will follow in a follow-up PR once we have several estimators to compare.
[x] the tests are missing
[x] write an example (e.g. check that marginal estimation is unbiased with various level of censoring),
[x] add 0-time negative targets explicitly to bias the model towards starting the CIF curves at (0, 0).
[x] make the monotonic constraint optional.
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.
What does this PR implement
This is the implementation of
GradientBoostingIncidence
.This also introduces a bug fix fory_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.