hazardous.metrics.aj_calibration#

hazardous.metrics.aj_calibration(y_calibration, times, pred_calibration, alpha=2, reduction='mean', min_prop_at_risk=0.05)#

Overall AJ calibration score aggregated across all events.

Computes the per-event AJ calibration scores via aj_calibration_per_event(), then reduces them to a single number:

\[\text{AJ-Cal} = \frac{1}{K} \sum_{k=1}^{K} \text{AJ-Cal}_k \quad \text{(reduction='mean')}\]

or the sum (resp. max) when reduction='sum' (resp. reduction='max').

Each per-event score integrates the pointwise error \(AJ_k(t) = |\bar{F}_k(t) - \hat{F}^{AJ}_k(t)|\) between the mean predicted cumulative incidence \(\bar{F}_k(t) = \frac{1}{n} \sum_{i=1}^n \hat{F}_k(t \mid \mathbf{x}_i)\) across the calibration set and the marginal Aalen-Johansen reference \(\hat{F}^{AJ}_k(t)\) fitted on the same set (Kaplan-Meier via km_calibration() for event 0).

Parameters:
y_calibrationarray-like of shape (n_samples, 2)

Survival outcomes of the calibration set, with columns "event" and "duration".

timesarray-like of shape (n_times,)

Time points at which the CIFs were predicted.

pred_calibrationarray-like of shape (n_samples, n_events+1, n_times)

Predicted incidence probabilities at times for the calibration set.

alphaint, default=2

Exponent applied to the pointwise difference before integration.

reduction{“mean”, “sum”, “max”}, default=”mean”

How to aggregate per-event scores into a single value.

min_prop_at_riskfloat, default=0.05

Lower bound on the proportion of the set still at risk required to include a timepoint in the integral. Stops the integration once fewer than this fraction of subjects remain at risk. Set to 0 to integrate over the full time grid.

Returns:
scorefloat

Aggregated AJ calibration score.

See also

aj_calibration_per_event

Per-event scores before aggregation.

aj_calibration_at_t

Pointwise calibration error at each time point.

km_calibration

KM-Calibration for single-event survival.

References

[Alberge2026]

J. Alberge, T. Haugomat, G.Varoquaux,J. Abecassis, “On the calibration of survival models with competing risks”, AISTATS 2026. <https://arxiv.org/pdf/2602.00194>