As I need to port a decision tree model from Python to Java, I would like to know whether PMML (Predictive Model Markup Language) supports probability calibration.
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I'm not too familiar with PMML, but probability calibration (or at least, the most well-known methods, Platt scaling and isotonic regression) can be viewed as a stacked ensemble, with the output of your model being fed into a univariate regression model. PMML appears to support ensembling; see the fourth example at http://dmg.org/pmml/v4-3/MultipleModels.html
answered Mar 26, 2019 at 2:05