Standard Error of Log loss Survival Measure

Description

Calculates the standard error of MeasureSurvLogloss.

The standard error of the Logloss, L, is approximated via,

se(L) = sd(L)/√ N

where N are the number of observations in the test set, and sd is the standard deviation.

Censored observations in the test set are ignored.

Dictionary

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

MeasureSurvLoglossSE$new()
mlr_measures$get("surv.logloss_se")
msr("surv.logloss_se")

Meta Information

• Type: "surv"

• Range: [0, Inf)

• Minimize: TRUE

• Required prediction: distr

Super classes

mlr3::Measure -> mlr3proba::MeasureSurv -> mlr3proba::MeasureSurvLogloss -> MeasureSurvLoglossSE

Methods

Public methods

• MeasureSurvLoglossSE$new()

• MeasureSurvLoglossSE$clone()

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvLoglossSE$new(eps = 1e-15)

Arguments

Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvLoglossSE$clone(deep = FALSE)

Arguments

See Also

Other survival measures: mlr_measures_surv.beggC, mlr_measures_surv.calib_alpha, mlr_measures_surv.calib_beta, mlr_measures_surv.chambless_auc, mlr_measures_surv.cindex, mlr_measures_surv.gonenC, mlr_measures_surv.grafSE, mlr_measures_surv.graf, mlr_measures_surv.harrellC, mlr_measures_surv.hung_auc, mlr_measures_surv.intloglossSE, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.maeSE, mlr_measures_surv.mae, mlr_measures_surv.mseSE, mlr_measures_surv.mse, mlr_measures_surv.nagelk_r2, mlr_measures_surv.oquigley_r2, mlr_measures_surv.rmseSE, 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.unoC, 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.grafSE, mlr_measures_surv.graf, mlr_measures_surv.intloglossSE, mlr_measures_surv.intlogloss, mlr_measures_surv.logloss, mlr_measures_surv.schmid

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