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[Feature Request] add brier/integrated brier score to lifelines
As per earlier issues:
- https://github.com/CamDavidsonPilon/lifelines/issues/1429
- https://github.com/CamDavidsonPilon/lifelines/issues/1149
- https://github.com/CamDavidsonPilon/lifelines/issues/740
The Brier score is useful metric to evaluate model performance when a model returns a probability instead of a hard prediction. Adding functionality of the brier score and the integrated brier score would improve the usability of the lifelines package and reduce the need to use other libraries.
An example of the brier score and integrated brier score from pysurvival (according to the contribution guidelines)
I'm not sure if this feature is being actively worked on, but I'm happy to help contribute if needed