How to perform Concordance Index and Brier score prediction for NGBoost survival?
cadrev opened this issue · comments
Hello, I'd like to ask if there is a way to compute both C-Index and Brier Scores for the survival predictions?
NGBoost gives you back a full predicted distribution. If you want to get metrics for point predictions, you should first extract the point predictions (e.g. by taking the mean of the predicted distributions for each observation) and then use standard packages (e.g. sklearn.metrics) to compute the metrics you want.