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Post modeling: create probability calibration curves #179

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rayidghani opened this issue Aug 11, 2017 · 1 comment
Open

Post modeling: create probability calibration curves #179

rayidghani opened this issue Aug 11, 2017 · 1 comment
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@rayidghani
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http://scikit-learn.org/stable/auto_examples/calibration/plot_calibration_curve.html

@shaycrk
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shaycrk commented Mar 26, 2019

From #654:

Lower priority, but one plot I find helpful and easy to explain to non-technical audiences is the stack-ranking performance of the model (e.g., splitting the test set by deciles or vigintiles and looking at how the average score compares to the average label in each as a bar graph). This can be used to look at calibration or simply show that the model is ranking properly and how the propensity differs from top to bottom.

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