build_BBQ: build_BBQ

Description Usage Arguments Details Value

View source: R/build_BBQ.R

Description

This method builds a BBQ calibration model using the trainings set provided.

Usage

1
build_BBQ(actual, predicted)

Arguments

actual

vector of observed class labels (0/1)

predicted

vector of uncalibrated predictions

Details

Based on the paper (and matlab code) : "Obtaining Well Calibrated Probabilities Using Bayesian Binning" by Naeini, Cooper and Hauskrecht: ; https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4410090/

Value

returns the BBQ model which includes models for all evaluated binning schemes; the prunedmodel contains only a selection of BBQ models with the best Bayesian score


CalibratR documentation built on Aug. 19, 2019, 5:04 p.m.