Support survival analysis tasks

[RaphaelS1]

Hi Christoph,

Thanks for making models more interpretable! Would you be happy to start supporting survival analysis in iml (via mlr3proba)? I'm happy to make a PR for this if you are.

Thanks!

[christophM]

What would you use as a prediction in the case of survival analysis? Do you have a quick proof of concept using a custom predict.fun for Predictor$new()?

[RaphaelS1]

What would you use as a prediction in the case of survival analysis?

Agreed it isn't straight forward and it is messy but in general I'd say the only possible compatible prediction is a continuous relative risk ranking which you would then compute concordance on. Has little meaning in interpreting things like SHAPs (what does a relative increase of a relative prediction even mean) but is useful for feature importance.

Do you have a quick proof of concept using a custom predict.fun for Predictor$new()?

Can't Predictor just wrap mlr models?

[Jack-FG]

It would be nice to create ALE plots in addition to the pdp and marginal effects plots cabaple of being produced with these models: https://www.randomforestsrc.org/articles/partial.html

Random forest survival models