mlr3proba (version 0.4.9)

mlr_measures_surv.rcll: Right-Censored Log loss Survival Measure

Description

Calculates the right-censored logarithmic (log), loss.

The RCLL, in the context of probabilistic predictions, is defined by $$L(f, t, \Delta) = -log(\Delta f(t) + (1 - \Delta) S(t))$$ where \(\Delta\) is the censoring indicator.

Dictionary

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

MeasureSurvRCLL$new()
mlr_measures$get("surv.rcll")
msr("surv.rcll")

Meta Information

• Type: "surv"

• Range: \((-\infty, \infty)\)

• Minimize: TRUE

• Required prediction: distr

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> MeasureSurvRCLL

Methods

Public methods

• MeasureSurvRCLL$new()

• MeasureSurvRCLL$clone()

• mlr3::Measure$aggregate()

• mlr3::Measure$format()

• mlr3::Measure$help()

• mlr3::Measure$score()

• mlr3proba::MeasureSurv$print()

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvRCLL$new()

Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvRCLL$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

References

Avati, A., Duan, T., Zhou, S., Jung, K., Shah, N. H., & Ng, A. (2018). Countdown Regression: Sharp and Calibrated Survival Predictions. http://arxiv.org/abs/1806.08324

See Also

Other survival measures: mlr_measures_surv.calib_alpha, mlr_measures_surv.calib_beta, mlr_measures_surv.chambless_auc, mlr_measures_surv.cindex, mlr_measures_surv.dcalib, mlr_measures_surv.graf, mlr_measures_surv.hung_auc, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.mae, mlr_measures_surv.mse, mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2, mlr_measures_surv.rmse, mlr_measures_surv.schmid, mlr_measures_surv.song_auc, mlr_measures_surv.song_tnr, mlr_measures_surv.song_tpr, mlr_measures_surv.uno_auc, mlr_measures_surv.uno_tnr, mlr_measures_surv.uno_tpr, mlr_measures_surv.xu_r2

Other Probabilistic survival measures: mlr_measures_surv.graf, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.schmid

Other distr survival measures: mlr_measures_surv.calib_alpha, mlr_measures_surv.dcalib, mlr_measures_surv.graf, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.schmid