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[Outreachy applications] Calibration plot #5
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@dzeber I would like to try this. |
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* For #5: Calibration plot * reformatted calibration_plot using black * improve function code for better readability * renamed function calibration_plot to plot_calibration_curves, added explanatory text and curve interpretation in example notebook, reformatted notebook
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* visual for eeg * code restructured * #3 data-split space mapped * fixes issue3 * studied data splits for all classifiers * added graph in the loop * docstrings added * validation sets added * formatting * evaluated all classifiers * compared models * result added * calibration plot added * docstrings
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this PR fixes issue #5 by making calibration plot for 3 classifiers namely: 1-logistic regression 2-gaussian naive bayes(GNB) 3-support vector machine(SVM) the evaluation is done using brier score loss. also the other calibration methods are implemented to improve the brier score value of GNB and SVM namely: 1-isotonic calibration 2-sigmoid calibration
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A calibration plot assesses how well the predicted class probabilities match the actual rate of occurrence in the dataset.
Write a function to create a calibration plot given one or more binary classifiers and a test set. For each model it would compute predicted probabilities for each test datapoint. These probability values should then be binned according to a scheme (eg. intervals of 10%), and the observed occurrence rate can be computed as the proportion of true positive class samples out of all samples in each bin. The plot then displays the observed occurrence rates vs the bin midpoints for each model.
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