predict_BBQ: predict_BBQ

In CalibratR: Mapping ML Scores to Calibrated Predictions

Description

FUNCTION_DESCRIPTION

Usage

predict_BBQ(bbq, new, option)

Arguments

bbq	output from the build_BBQ method
new	vector of uncalibrated probabilities
option	either 1 or 0; averaging=1, selecting=0

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

a list object containing the following components:

predictions	contains a vector of calibrated predictions
pred_idx	which option was used (averaging or selecting)
significance_test_set	the percentage of new instances that was evaluated using significant prediction estimates
pred_per_bin	number of instances new in each bin of the selected model

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