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I'm working on a binary classification problem with class labels $Y \in {0, 1}$, and have a classifier that emits the probability $P(Y=1|X=x)$ for each test example $x$. To summarize the performance of the classifier on a validation set, I plot a histogram of predicted probabilities for each label, all on the same figure. An example probably illustrates this best.

import numpy as np
import seaborn as sns
from matplotlib import pyplot as plt

from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression

X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X[:100], y[:100], test_size=0.5)
clf = LogisticRegression()
clf.fit(X_train, y_train)
class_probs = clf.predict_proba(X_test)

y0_preds = class_probs[np.where(y_test == 0), 1]
y1_preds = class_probs[np.where(y_test == 1), 1]
sns.distplot(y0_preds, color='blue')
sns.distplot(y1_preds, color='red')
plt.show()

what is this called?

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This is a histogram with superimposed kernel density for two variables, with no overlap in the data. If you are looking for a name for the plot, I would suggest "Histogram and KDE of Predicted Classification Probabilities". (You will need to add axis labels and a legend to your plot so that it makes sense.)

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  • $\begingroup$ (+1) I would also make a note about using better bandwidth for the KDE. It seems to strongly suggest predictions with probability greater than 1. $\endgroup$ – usεr11852 Feb 9 '20 at 23:41
  • $\begingroup$ Indeed. A better kernel would be the beta kernel, so that the support is restricted to the appropriate interval. In any case, since the question was just about the name of the graph, that is what I have addressed. $\endgroup$ – Ben Feb 9 '20 at 23:47

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