Prediction interval for binary classification?

[CoteDave]

Hi,

Would be very usefull to be able to predict prediction interval for the predict_proba scores returned by a binary classifier. Is it on the road map?

Thanks!

[henrikbostrom]

Hi,

Thanks for the suggestion! It is not planned for the near future, but the natural approach would be to include Venn (or Venn-ABERS) predictors for handling this; see discussion #20.

Best regards,
Henrik

P.S. I converted this issue to a discussion.