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Survival analysis: NestedCVSurvival with Cox PH models, Harrell's and Uno's concordance indices, integrated Brier score and coefficient stability. Install with pip install nestkit[survival].
make_survival_target to build a survival target from event and duration arrays.
Missing values are accepted in X: an imputer placed in a Pipeline is fitted inside every fold.
explainability extra for SHAP importances.
Tutorial notebook on survival analysis.
Changed
matplotlib and seaborn are now core dependencies, and matplotlib 3.10 or newer is required.
Fixed
Binary targets whose labels are not 0 and 1 are now supported: predictions, conformal sets and results_ come back in the original labels, and, as in scikit-learn, classes_[1] is the positive class. This also repairs isotonic calibration, threshold selection with Youden's J and the expected calibration error, which were all wrong on such targets.
Mondrian prediction intervals fell short of their target coverage on small bins. Bins too small for the requested alpha are now merged, and a bound the sample cannot determine is returned as infinite.
SHAP importances for Pipeline estimators were computed on the raw features instead of the preprocessed ones.
plot_comparison raised TypeError on matplotlib 3.9 and newer.
A fold whose roc_auc could not be computed no longer turns the whole roc_auc summary row into NaN.
Comparing models from a single fold now reports that a variance needs at least two folds, instead of returning NaN with numpy warnings.
The feature-selection stability index reported a perfect 1.0 when a fold's importances were all equal; it now returns NaN with a warning.
Corrected the documented example for holm_bonferroni_correction.