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icenReg (version 1.3.5)

abs_inv: Loss Function for interval censored cross validation

Description

A loss function for survival data. Equal to mean(abs(1/(pred+1) - 1/(t_val+1 ) ) ). This function heavily penalizes inaccurate predictions that are closer to the origin than those that are farther way. In otherwords, it will favor a model that accurately predicts high risk subjects over a model that accurately predicts loss risk subjects.

Usage

abs_inv(pred, t_val)

Arguments

pred
predicted value
t_val
true value