mcboost: Multi-Calibration Boosting

Implements 'Multi-Calibration Boosting' (2018) <https://proceedings.mlr.press/v80/hebert-johnson18a.html> and 'Multi-Accuracy Boosting' (2019) <doi:10.48550/arXiv.1805.12317> for the multi-calibration of a machine learning model's prediction. 'MCBoost' updates predictions for sub-groups in an iterative fashion in order to mitigate biases like poor calibration or large accuracy differences across subgroups. Multi-Calibration works best in scenarios where the underlying data & labels are unbiased, but resulting models are. This is often the case, e.g. when an algorithm fits a majority population while ignoring or under-fitting minority populations.

install.packages("mcboost")

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