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Update references to new style
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@ogrisel
ogrisel committed Nov 6, 2023
1 parent 35567bb commit 0f7f182
Showing 1 changed file with 31 additions and 26 deletions.
57 changes: 31 additions & 26 deletions hazardous/metrics/_brier_score.py
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Original file line number Diff line number Diff line change
Expand Up @@ -223,8 +223,10 @@ def _weighted_binary_targets(self, y_event, y_duration, times, ipcw_y_duration):
# they happen either before or after the reference time horizon.
#
# This IPCW scheme for survival analysis (binary events) is described
# in [1] and is extended to multiple competing events in [2].
y_binary = ((y_event == k) & (y_duration <= times)).astype(np.int32)
# in [Graf1999] and is extended to multiple competing events in
# [Kretowska2018].
event_k_before_horizon = (y_event == k) & (y_duration <= times)
y_binary = event_k_before_horizon.astype(np.int32)

ipcw_times = self.ipcw_est.compute_ipcw_at(times)
any_event_or_censoring_after_horizon = y_duration > times
Expand Down Expand Up @@ -260,7 +262,7 @@ def brier_score_survival(
Note that this assumes independence between censoring and the covariates.
When this assumption is violated, the IPCW weights are biased and the Brier
score is not a proper scoring rule anymore. See [3] for a study of this
score is not a proper scoring rule anymore. See [Gerds2006]_ for a study of this
bias.
Parameters
Expand Down Expand Up @@ -296,12 +298,13 @@ def brier_score_survival(
References
----------
[1] Assessment and comparison of prognostic classification schemes for
survival data, E. Graf, C. Schmoor, W. Sauerbrei, M. Schumacher (1999)
.. [Graf1999] E. Graf, C. Schmoor, W. Sauerbrei, M. Schumacher, "Assessment
and comparison of prognostic classification schemes for survival data",
1999
[3] Consistent Estimation of the Expected Brier Score in General Survival
Models with Right-Censored Event Times, T. Gerds and M. Schumacher
(2006)
.. [Gerds2006] T. Gerds and M. Schumacher, "Consistent Estimation of the
Expected Brier Score in General Survival Models with Right-Censored
Event Times", 2006
"""
computer = IncidenceScoreComputer(
y_train,
Expand All @@ -325,8 +328,8 @@ def integrated_brier_score_survival(
Note that this assumes independence between censoring and the covariates.
When this assumption is violated, the IPCW weights are biased and the Brier
score is not a proper scoring rule anymore. See [3] for a study of this
bias.
score is not a proper scoring rule anymore. See [Gerds2006]_ for a study of
this bias.
Parameters
----------
Expand Down Expand Up @@ -361,12 +364,13 @@ def integrated_brier_score_survival(
References
----------
[1] Assessment and comparison of prognostic classification schemes for
survival data, E. Graf, C. Schmoor, W. Sauerbrei, M. Schumacher (1999)
.. [Graf1999] E. Graf, C. Schmoor, W. Sauerbrei, M. Schumacher, "Assessment
and comparison of prognostic classification schemes for survival data",
1999
[3] Consistent Estimation of the Expected Brier Score in General Survival
Models with Right-Censored Event Times, T. Gerds and M. Schumacher
(2006)
.. [Gerds2006] T. Gerds and M. Schumacher, "Consistent Estimation of the
Expected Brier Score in General Survival Models with Right-Censored
Event Times", 2006
"""
computer = IncidenceScoreComputer(
y_train,
Expand Down Expand Up @@ -495,13 +499,13 @@ def integrated_brier_score_incidence(
\mathrm{IBS}_k = \frac{1}{t_{max} - t_{min}} \int^{t_{max}}_{t_{min}}
\mathrm{BS}_k(u) du
This scheme was introduced in [1] for survival analysis and extended to
competing events in [2].
This scheme was introduced in [Graf1999]_ for survival analysis and
extended to competing events in [Kretowska2018]_.
Note that this assumes independence between censoring and the covariates.
When this assumption is violated, the IPCW weights are biased and the Brier
score is not a proper scoring rule anymore. See [3] for a study of this
bias.
score is not a proper scoring rule anymore. See [Gerds2006]_ for a study of
this bias.
Parameters
----------
Expand Down Expand Up @@ -541,15 +545,16 @@ def integrated_brier_score_incidence(
References
----------
.. [Graf1999] E. Graf, C. Schmoor, W. Sauerbrei, M. Schumacher, "Assessment
and comparison of prognostic classification schemes for survival data",
1999
[1] Assessment and comparison of prognostic classification schemes for
survival data, E. Graf, C. Schmoor, W. Sauerbrei, M. Schumacher (1999)
[2] Tree-based models for survival data with competing risks, M. Kretowska (2018)
.. [Kretowska2018] M. Kretowska, "Tree-based models for survival data with
competing risks", 2018
[3] Consistent Estimation of the Expected Brier Score in General Survival
Models with Right-Censored Event Times, T. Gerds and M. Schumacher
(2006)
.. [Gerds2006] T. Gerds and M. Schumacher, "Consistent Estimation of the
Expected Brier Score in General Survival Models with Right-Censored
Event Times", 2006
"""
computer = IncidenceScoreComputer(
y_train,
Expand Down

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