Towards Data Science

Survival Analysis for Data Drift and ML Reliability

Treating model degradation as a time-to-failure problem The post Survival Analysis for Data Drift and ML Reliability appeared first on Towards Data Science .

arXiv Machine Learning
Aug 3

Incorporating data drift to perform survival analysis on credit risk

arXiv:2601. 20533v2 Announce Type: replace-cross Abstract: Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk.

By Jianwei Peng (Humboldt-Universit\"at zu Berlin), Stefan Lessmann (Humboldt-Universit\"at zu Berlin, Bucharest University of Economic Studies)