Fig. 5
From: Survival prediction models: an introduction to discrete-time modeling
Test set time-dependent R-squared measure of Brier score (left) and AUC (right) for prediction models applied to the colon data set. Higher values indicate better predictive performance. The R-squared IBS over the 5 time points for the different models are in decreasing order: GBM (0.132), CForest (0.119), RSF (0.105), GBM (0.105), Elastic net (0.101), Cox (0.098), Logistic regression (0.096), Neural network (0.069), SVM (0.010). AUC: area under the ROC curve; CForest: Conditional inference random forest; GBM: gradient boosting machines; NNet: neural network; PH: proportional hazards; RSF: random survival forest