Improve Brier score testing #18
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…g rule for competing risk models
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| @@ -128,12 +128,12 @@ class GradientBoostingIncidence(BaseEstimator, ClassifierMixin): | |||
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- In practise both objective yields -> In practice both objectives yield
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I had not seen this suggestion. Could you please open a follow-up PR to fix this now that this Pr is merged?
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…testing Improve Brier score testing dafe99d
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This a PR to check that our IPCW Brier score implementation behaves empirically as a proper scoring rule on a marginal model (no covariates).
This is similar to what we have in our example but only do marginal model estimation via the
brier_score_*function on a grid of estimates.This way we do not depend on any bias induced by underfitting caused by a bad tuning of the hyperparameters of a conditional model such as
GradientBoostingIncidence.