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Calibration can refer to adjustment of measurements to agree with value of some standard; to transform classifier scores into class membership probabilities; etc. Do not use for predicting an explanatory variable from an observation of the dependent variable, for that use the tag inverse-prediction.

1 vote
0 answers
236 views

Getting the betas of a logistic regression tuned with CalibratedClassifierCV

Is there a way, after calibrating a logistic regression, to average out the 3 resulting logistic regressions' coefficients into a single Logit? Example (in sklearn): from sklearn.calibration import …
sapo_cosmico's user avatar
28 votes
2 answers
25k views

Scikit correct way to calibrate classifiers with CalibratedClassifierCV

Scikit has CalibratedClassifierCV, which allows us to calibrate our models on a particular X, y pair. It also states clearly that data for fitting the classifier and for calibrating it must be disjoin …
sapo_cosmico's user avatar
3 votes
0 answers
214 views

How to aggregate calibration curves which were created in cross validation?

I understand that these classifiers have each been trained on part of the dataset, in order to ensure calibration is done on a disjunct training set, which is definitely a good idea. … Question: is there any reason why after the calibration curves have been fit (be they isotonic or sigmoids) the original classifier can't be fit on the entire training set, and the calibration curves averaged …
sapo_cosmico's user avatar