菜单

关于 🐙 GitHub
arXiv 提交日期: 2026-06-04
📄 Abstract - Proper Scoring Rules for Right-Censored Survival Data

Proper scoring rules provide a rigorous theoretical basis for the training and evaluation of probabilistic forecasts. However, in the presence of right censoring, the event time is only partially observed, rendering conventional scoring rules inapplicable in their standard form. We propose a framework for proper scoring of right-censored survival outcomes based on a simple idea: first, map the predictive distribution through the censoring mechanism, then apply the underlying proper score on the induced observed-data law. This yields localized scores for fixed censoring times and marginalized scores when the censoring time is random or only partially observed. The resulting construction recovers familiar right-censored likelihood and IPCW-type criteria within a coherent framework, while also yielding right-censored versions of the CRPS, pinball loss, Brier score, and energy score. We show that the marginalized score is proper under conditional independent censoring and strictly proper on the identifiable region. The same principle also leads to censored engression, a sample-based learning objective for multivariate right-censored survival modeling. In experiments, our scores correctly rank the oracle forecast across several censoring regimes, whereas forecast-dependent plug-in weighted scores can exhibit ranking reversals. Censored engression likewise substantially improves over naive training on censored outcomes.

顶级标签: machine learning model evaluation
详细标签: proper scoring rules survival analysis right-censored data probabilistic forecasting censored engression 或 搜索:

右删失生存数据的适当评分规则 / Proper Scoring Rules for Right-Censored Survival Data


1️⃣ 一句话总结

本文提出了一套适用于右删失生存数据的评分规则框架,通过将预测分布映射到观察数据分布,从而扩展了传统评分规则(如CRPS、Brier分数等)的应用范围,并引入了基于样本的学习目标“删失回归”,在实验中对不同删失场景下的预测排序表现优于依赖预测的加权方法。

源自 arXiv: 2606.06393