compute_ibrier

Calculates the Brier score at specified evaluation times and the
Integrated Brier Score (IBS) up to \(\tau\), using IPCW to handle
censoring.

internal

Provides a guarded resampling workflow for training and evaluating machine-learning models.
When the guarded resampling path is used, preprocessing and model fitting are re-estimated within
each resampling split to reduce leakage risk. Supports multiple resampling schemes, integrates
with established engines in the 'tidymodels' ecosystem, and aims to improve evaluation reliability by
coordinating preprocessing, fitting, and evaluation within supported workflows. Offers a lightweight
AutoML-style workflow by automating model training, resampling, and tuning across multiple algorithms,
while keeping evaluation design explicit and user-controlled.

Selcuk Korkmaz

fastml

Guarded Resampling Workflows for Safe and Automated Machine
Learning in R

Dincer Goksuluk

Eda Karaismailoglu

compute_ibrier function

<dl><dt>eval_times</dt>
<dd>Numeric vector of evaluation time points.</dd>
<dt>surv_mat</dt>
<dd>Matrix of predicted survival probabilities
(rows=subjects, cols=eval_times).</dd>
<dt>time_vec</dt>
<dd>Numeric vector of test times.</dd>
<dt>status_vec</dt>
<dd>Numeric vector of test statuses.</dd>
<dt>tau</dt>
<dd>The time horizon \(\tau\) for integration.</dd>
<dt>censor_eval_fn</dt>
<dd>A function (from <code>create_censor_eval</code>) that
evaluates the censoring survival function \(G(t)\).</dd>
<dt>normalize_by</dt>
<dd>Character string specifying how to normalize Brier
scores. Use <code>"non_missing"</code> (default) to divide by the number of
non-missing contributions or <code>"n"</code> to divide by the total sample size.</dd>
<dt>include_zero</dt>
<dd>Logical; if <code>TRUE</code>, integrates from time 0 with a
Brier score of 0 when the evaluation grid starts after 0.</dd></dl>

Arguments

Compute Integrated Brier Score and Curve — compute_ibrier

<dl>

<dt>eval_times</dt>
<dd>Numeric vector of evaluation time points.</dd>


<dt>surv_mat</dt>
<dd>Matrix of predicted survival probabilities
(rows=subjects, cols=eval_times).</dd>


<dt>time_vec</dt>
<dd>Numeric vector of test times.</dd>


<dt>status_vec</dt>
<dd>Numeric vector of test statuses.</dd>


<dt>tau</dt>
<dd>The time horizon \(\tau\) for integration.</dd>


<dt>censor_eval_fn</dt>
<dd>A function (from <code>create_censor_eval</code>) that
evaluates the censoring survival function \(G(t)\).</dd>


<dt>normalize_by</dt>
<dd>Character string specifying how to normalize Brier
scores. Use <code>"non_missing"</code> (default) to divide by the number of
non-missing contributions or <code>"n"</code> to divide by the total sample size.</dd>


<dt>include_zero</dt>
<dd>Logical; if <code>TRUE</code>, integrates from time 0 with a
Brier score of 0 when the evaluation grid starts after 0.</dd>

</dl>

compute_ibrier: Compute Integrated Brier Score and Curve

Description

Usage

Value

Arguments