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stanfordmlgroup / ngboost

Natural Gradient Boosting for Probabilistic Prediction
Apache License 2.0
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How to perform Concordance Index and Brier score prediction for NGBoost survival? #269

Closed cadrev closed 3 years ago

cadrev commented 3 years ago

Hello, I'd like to ask if there is a way to compute both C-Index and Brier Scores for the survival predictions?

alejandroschuler commented 3 years ago

NGBoost gives you back a full predicted distribution. If you want to get metrics for point predictions, you should first extract the point predictions (e.g. by taking the mean of the predicted distributions for each observation) and then use standard packages (e.g. sklearn.metrics) to compute the metrics you want.