Adding concordance index to scikit-learn
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Henry Lin
2016-05-21 23:03:17 UTC
Hi, is there any interest in adding the concordance index ranking function
to scikit-learn? It is a ranking score that scores a (finite) ordered list
of objects, and it's used for survival analysis.

Whereas ***@k is concerned about a single object appearing in the top k ranks
of a list, the concordance index is more thorough, judging pairwise scores
of any two objects in the list.

More references:

- Frank Wilcoxon. Individual comparisons by ranking methods
- Vikas C. Raykar et al. On Ranking on Survival Analysis: Bounds on the
Concordance Index
- James C. Costello et al. A community effort to assess and improve drug
sensitivity prediction algorithms

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