Sklearn Probability Calibration (in two schemes)

Inspired by: https://scikit-learn.org/stable/modules/calibration.html

I’ll show you two schemes to make the probability calibration with scikit-learn illustrative and clear.

The first one is an overall picture of CalibratedClassiffierCV (sklearn.calibration.CalibratedClassiffierCV):

Note: In case of ensemble=False, unbiased predictions are obtained via cross_val_predict.

And a little more detail on how ensemble of classifier and calibrator works:

That’s it. I also recommend you to take a look at official guide on probability calibration: https://scikit-learn.org/stable/modules/calibration.html — it’s really worth it.

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