Calculates the standard error of MeasureSurvLogloss.

The standard error of the Logloss, L, is approximated via, $$se(L) = sd(L)/\sqrt{N}$$ 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.loglossSE")
msr("surv.loglossSE")

Meta Information

  • Type: "surv"

  • Range: \([0, \infty)\)

  • Minimize: TRUE

  • Required prediction: distr

See also

Super classes

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

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage

MeasureSurvLoglossSE$new(eps = 1e-15)

Arguments

eps

(numeric(1))
Very small number to set zero-valued predicted probabilities to in order to prevent errors in log(0) calculation.


Method clone()

The objects of this class are cloneable with this method.

Usage

MeasureSurvLoglossSE$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.