Questions tagged [probability-calibration]

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2answers
58 views

Compare scores of models

We got several models with predictions. How can we compare scores of different models with each other? We assume that we got xgboost models and scores distribution can be different for each model, so ...
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1answer
39 views

Probability calibration is worsening my model performance

I'm using RandomForest and XGBoost for binary classification, and my task is to predict probabilities for each class. Since tree-based models are bad with outputting usable probabilities, i imported ...
2
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1answer
47 views

Predict_proba on a binary classification problem

I have a binary classification task on my hands, i have a bunch of people that i need to classify as being ones or zeros and then use predict_proba to estimate how confident my prediction was on the ...
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0answers
18 views

How to evaluate a model based on the effect of one important variable?

We want a well-calibrated classifier that tells us the probability of an event. The model has multiple inputs, but we are interested in how the probability of an event changes as we vary one input. ...
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2answers
79 views

convert predict_proba results using class_weight in training

As my dataset is unbalanced(class 1: 5%, class 0: 95%) I have used class_weight="balanced" parameter to train a random forest classification model. In this way I penalize the misclassification of a ...
1
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1answer
27 views

Determining threshold in an area with very few samples of positive label

I have a binary classification task where I want to either keep or discard samples. I have about a million samples, and about 1% should be kept. I want to discard as much as possible, but discarding ...
1
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0answers
41 views

Probability Calibration : For 2D image data, how to use the calibration?

I have a model which takes 2D input data and does multi class classification in keras. I would like to plot the probability calibration curve. However, using the scikit function, it returns an error ...
2
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0answers
149 views

How to explain a Calibration Plot for many models?

I have a heavy imbalanced dataset with a classification problem. I try to plot the Calibration Curve from the sklearn.calibration package. In specific, I try the ...
1
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1answer
41 views

Does PMML support probability calibration?

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.
1
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1answer
193 views

Calibrate the predicted class probability to make it represent a true probability?

Let's say that we have a simple binary classification model (a neural network -- NN) for classifying input images as "dog" ($y=1$) or "not dog" ($y=0$). Let's assume that the NN has one "sigmoid ...
0
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2answers
134 views

Do I need to correct predict_proba by training fraction?

Many algorithms provide a predict_proba function indicating probability of a case to belong to that class (e.g. https://scikit-learn.org/stable/modules/generated/...
6
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2answers
760 views

Probability Calibration : role of hidden layer in Neural Network

I try a simple Neural Network (Logistic Regression) to play with Keras. In input I have 5,000 features (output of a simple tf-idf vectorizer) and in the output layer I just use a random uniform ...
4
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1answer
2k views

Are the raw probabilities obtained from XGBoost, representative of the true underlying probabilties?

1) Is it feasible to use the raw probabilities obtained from XGBoost, e.g. probabilities obtained within the range of 0.4-0.5, as a true representation of approximately 40%-50% chance of an event ...
7
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2answers
455 views

XGBoost outputs tend towards the extremes

I am currently using XGBoost for risk prediction, it seems to be doing a good job in the binary classification department but the probability outputs are way off. i.e., Changing the value of a ...
4
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0answers
93 views

which loss function (if any) optimizes the calibration graph

The calibration graph is the predicted versus actual probability(see http://scikit-learn.org/stable/modules/generated/sklearn.calibration.calibration_curve.html). Is it possible to optimize the ...