Skip to content

[ENH] Probabilities calibration #1128

Open
@annapintara

Description

@annapintara

Scores returned by predict_proba method after applying undersampling or cost-sensitive learning are biased - they don't equal probabilities and need calibration.

However, there is a simple transformation to calibrate such scores, obtained from Bayes' rule, as described in the following article: https://ieeexplore.ieee.org/abstract/document/7376606 (over 700 citations). It would be great to implement this method.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions