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README.Rmd

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# mlr3proba
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Probabilistic Supervised Learning for **[mlr3](https://github.com/mlr-org/mlr3/)** ([website](https://mlr3proba.mlr-org.com/)).
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Probabilistic Learning for **[mlr3](https://github.com/mlr-org/mlr3/)** ([website](https://mlr3proba.mlr-org.com/)).
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<!-- badges: start -->
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[![R-CMD-check](https://github.com/mlr-org/mlr3proba/actions/workflows/r-cmd-check.yml/badge.svg)](https://github.com/mlr-org/mlr3proba/actions/workflows/r-cmd-check.yml)
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## What is mlr3proba?
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`mlr3proba` is a machine learning toolkit for **probabilistic supervised learning** within the **[mlr3](https://github.com/mlr-org/mlr3)** ecosystem.
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It currently supports:
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`mlr3proba` is a machine learning toolkit for probabilistic learning within the [mlr3](https://github.com/mlr-org/mlr3) ecosystem.
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It supports:
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1. **Predictive survival analysis** for single-event tasks with right-censoring.
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2. **Unsupervised density estimation** for single variable tasks.
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3. **Probabilistic supervised regression**: Supervised regression with a predictive distribution as the return type.
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## Feature Overview
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## Main Features
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Key features of `mlr3proba` focus on survival analysis and are:
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Key features of `mlr3proba` focus on **survival analysis** and are:
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- Task frameworks for survival analysis (`TaskSurv`)
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- A comprehensive **selection of survival learners** (mostly via
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[mlr3extralearners](https://github.com/mlr-org/mlr3extralearners/))
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- A task framework for survival analysis (`TaskSurv`)
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- A unified `$train()`/`$predict()` model interface to any probabilistic predictive model (frequentist, Bayesian, Deep Learning, or other)
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- Use of the **[distr6](https://github.com/alan-turing-institute/distr6)** interface for the survival probability distribution prediction
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- A comprehensive selection of **measures** for evaluating the performance of survival learners, with respect to prognostic index (continuous rank) prediction, and probabilistic (distribution) prediction
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- Basic **ML pipeline building** integrated with **[mlr3pipelines](https://github.com/mlr-org/mlr3pipelines)** (e.g. transform prediction types)
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- **Reduction strategies** to transform survival to classification/regression problems
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- Use of the [distr6](https://github.com/xoopR/distr6) interface for the survival probability distribution prediction
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- A comprehensive selection of **measures** for evaluating model performance, with respect to prognostic index (continuous rank) prediction, and probabilistic (distribution) prediction
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- Basic **ML pipeline building** integrated with [mlr3pipelines](https://github.com/mlr-org/mlr3pipelines) (e.g. to transform prediction types)
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- **Reduction strategies** to transform survival to classification/regression tasks
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## Installation
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`mlr3proba` is not currently on CRAN.
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`mlr3proba` will not be on CRAN.
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Please follow one of the two following methods to install it:
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### R-universe
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## Learners
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- [Core learners](https://mlr3proba.mlr-org.com/reference/index.html#survival-learners) are implemented in `mlr3proba` and include the Kaplan-Meier Estimator, the Cox Proportional Hazards model and the Survival Tree learner.
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- In [mlr3extralearners](https://github.com/mlr-org/mlr3extralearners) we have interfaced several more advanced ML learners.
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### Survival Analysis
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- [Core survival learners](https://mlr3proba.mlr-org.com/reference/index.html#survival-learners) are implemented in `mlr3proba` and include the Kaplan-Meier Estimator, the Cox Proportional Hazards model and the Survival Tree learner.
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- In [mlr3extralearners](https://github.com/mlr-org/mlr3extralearners) we have interfaced several more advanced ML learners suited for survival tasks.
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Use the [interactive search table](https://mlr-org.com/learners.html) to search for the available survival learners and see the [learner status page](https://mlr3extralearners.mlr-org.com/articles/learner_status.html) for their live status.
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### Density Estimation
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See list of available density learners [here](https://mlr3proba.mlr-org.com/reference/index.html#density-learners).
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### Probabilistic Regression
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Probabilistic regression is enabled via [mlr3pipelines](https://github.com/mlr-org/mlr3pipelines).
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See the available [pipeline](https://mlr3proba.mlr-org.com/reference/mlr_graphs_probregr.html) and associated distribution composition [PipeOp](http://mlr3proba.mlr-org.com/reference/mlr_pipeops_compose_probregr.html).
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## Measures
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For density estimation and probabilistic regression only the **log-loss** is currently implemented.
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For density estimation and probabilistic regression only the **log-loss** is implemented.
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For survival analysis, see list [here](https://mlr3proba.mlr-org.com/reference/index.html#survival-measures).
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Some commonly used measures for right-censored single-event tasks are the following:

README.md

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# mlr3proba
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Probabilistic Supervised Learning for
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**[mlr3](https://github.com/mlr-org/mlr3/)**
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Probabilistic Learning for **[mlr3](https://github.com/mlr-org/mlr3/)**
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([website](https://mlr3proba.mlr-org.com/)).
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<!-- badges: start -->
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## What is mlr3proba?
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`mlr3proba` is a machine learning toolkit for **probabilistic supervised
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learning** within the **[mlr3](https://github.com/mlr-org/mlr3)**
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ecosystem.
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It currently supports:
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`mlr3proba` is a machine learning toolkit for probabilistic learning
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within the [mlr3](https://github.com/mlr-org/mlr3) ecosystem. It
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supports:
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1. **Predictive survival analysis** for single-event tasks with
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right-censoring.
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2. **Unsupervised density estimation** for single variable tasks.
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3. **Probabilistic supervised regression**: Supervised regression with
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a predictive distribution as the return type.
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## Feature Overview
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## Main Features
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Key features of `mlr3proba` focus on survival analysis and are:
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Key features of `mlr3proba` focus on **survival analysis** and are:
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- Task frameworks for survival analysis (`TaskSurv`)
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- A comprehensive **selection of survival learners** (mostly via
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[mlr3extralearners](https://github.com/mlr-org/mlr3extralearners/))
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- A task framework for survival analysis (`TaskSurv`)
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- A unified `$train()`/`$predict()` model interface to any probabilistic
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predictive model (frequentist, Bayesian, Deep Learning, or other)
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- Use of the
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**[distr6](https://github.com/alan-turing-institute/distr6)**
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interface for the survival probability distribution prediction
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- A comprehensive selection of **measures** for evaluating the
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performance of survival learners, with respect to prognostic index
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(continuous rank) prediction, and probabilistic (distribution)
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prediction
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- Use of the [distr6](https://github.com/xoopR/distr6) interface for the
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survival probability distribution prediction
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- A comprehensive selection of **measures** for evaluating model
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performance, with respect to prognostic index (continuous rank)
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prediction, and probabilistic (distribution) prediction
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- Basic **ML pipeline building** integrated with
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**[mlr3pipelines](https://github.com/mlr-org/mlr3pipelines)**
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(e.g. transform prediction types)
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[mlr3pipelines](https://github.com/mlr-org/mlr3pipelines) (e.g. to
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transform prediction types)
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- **Reduction strategies** to transform survival to
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classification/regression problems
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classification/regression tasks
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## Installation
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`mlr3proba` is not currently on CRAN. Please follow one of the two
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following methods to install it:
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`mlr3proba` will not be on CRAN. Please follow one of the two following
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methods to install it:
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### R-universe
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## Learners
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- [Core
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### Survival Analysis
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- [Core survival
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learners](https://mlr3proba.mlr-org.com/reference/index.html#survival-learners)
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are implemented in `mlr3proba` and include the Kaplan-Meier Estimator,
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the Cox Proportional Hazards model and the Survival Tree learner.
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- In [mlr3extralearners](https://github.com/mlr-org/mlr3extralearners)
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we have interfaced several more advanced ML learners. Use the
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[interactive search table](https://mlr-org.com/learners.html) to
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search for the available survival learners and see the [learner status
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we have interfaced several more advanced ML learners suited for
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survival tasks. Use the [interactive search
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table](https://mlr-org.com/learners.html) to search for the available
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survival learners and see the [learner status
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page](https://mlr3extralearners.mlr-org.com/articles/learner_status.html)
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for their live status.
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### Density Estimation
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See list of available density learners
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[here](https://mlr3proba.mlr-org.com/reference/index.html#density-learners).
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### Probabilistic Regression
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Probabilistic regression is enabled via
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[mlr3pipelines](https://github.com/mlr-org/mlr3pipelines). See the
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available
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[pipeline](https://mlr3proba.mlr-org.com/reference/mlr_graphs_probregr.html)
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and associated distribution composition
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[PipeOp](http://mlr3proba.mlr-org.com/reference/mlr_pipeops_compose_probregr.html).
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## Measures
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For density estimation and probabilistic regression only the
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**log-loss** is currently implemented. For survival analysis, see list
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**log-loss** is implemented. For survival analysis, see list
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[here](https://mlr3proba.mlr-org.com/reference/index.html#survival-measures).
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Some commonly used measures for right-censored single-event tasks are

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