absorb.md

Olivier Grisel

Chronological feed of everything captured from Olivier Grisel.

SurvivalBoost: A Proper Scoring Rule Unlocks Stochastic Optimization for Competing Risks Survival Models

Competing risks survival analysis has been constrained by models that tightly couple architecture and loss function, limiting scalability. Alberge et al. introduce a strictly proper censoring-adjusted separable scoring rule that evaluates each observation independently, enabling stochastic optimization over data subsets. Built on this foundation, SurvivalBoost — a gradient boosting tree implementation — outperforms 12 state-of-the-art models on 4 real-world datasets across both competing risks and standard survival settings, while also delivering superior calibration, flexible time-horizon prediction, and faster computation.