mlr3proba
mlr3proba copied to clipboard
Update, extend, cleanup distrcompositor
Following changes are required:
- Remove composition from
cranktodistr- This doesn't make any sense for abstract rankings, composition can only make sense forlptodistr. - Add composition from
responsetodistr- This can be most efficiently done by abstracting the probabilistic regression composition and using the same functions in both
(1) is higher priority as its results are meaningless.
Remove composition from crank to distr
Why? I can imagine cases where this makes sense!
The most obvious case would be calibration methods, e.g.: stick your predicted rank into a distribution as shape and/or location parameter; then do grid-tuning (or gradient descent tuning if/once autodiff is supported).
This is very common for probabilistic classifiers, and the probabilistic regression/survival counterpart is also not absurd.
Here's probability calibration in sklearn:
https://scikit-learn.org/stable/modules/calibration.html
Sorry I should clarify this:
The current composition assumes crank = lp and then uses a semi-parametric composition, e.g. h(t) = h_0(t)lp for baseline h_0.
However the new composition type to end (point 2.) instead uses the composition you describe, which can handle crank
ah, makes sense.