A Calibration Metric for Risk Scores with Survival Data

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Verified Uncertainty Calibration (2019, background): “Calibration, including the squared calibration error, has been studied in many fields besides machine learning including meteorology [2, 3, 4, 5, 6], fairness [29, 30], healthcare [1, 31, 32, 33], reinforcement learning [34], natural language processing [7, 8], speech recognition [35], econometrics ”
Coarse race data conceals disparities in clinical risk score performance (2023, background): “Calibration assesses how well predicted risk probabilities match the true probability of an outcome, and it is widely studied in ML and healthcare (Crowson et al., 2016; Kleinberg et al., 2016; Nixon et al., 2020; Yadlowsky et al., 2019; Deniffel et al., 2020; Khurshid et al., 2022).”