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Add Gradient Boosting Incidence #11

Merged
merged 30 commits into from
Jul 20, 2023
Merged

Add Gradient Boosting Incidence #11

merged 30 commits into from
Jul 20, 2023

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Vincent-Maladiere
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@Vincent-Maladiere Vincent-Maladiere commented Jun 29, 2023

What does this PR implement

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

TODO:

  • 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.
  • the tests are missing
  • write an example (e.g. check that marginal estimation is unbiased with various level of censoring),
  • add 0-time negative targets explicitly to bias the model towards starting the CIF curves at (0, 0).
  • 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.

Vincent-Maladiere and others added 27 commits June 29, 2023 14:53
@ogrisel
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ogrisel commented Jul 20, 2023

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

@ogrisel ogrisel merged commit 3ce0f0d into main Jul 20, 2023
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@ogrisel ogrisel deleted the add_gb_incidence branch July 20, 2023 17:46
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2 participants