predict_BBQ {CalibratR}

predict_BBQ

Description

FUNCTION_DESCRIPTION

Usage

predict_BBQ(bbq, new, option)

Arguments

bbq

output from the build_BBQ method

new

vector of uncalibrated probabilities

option

either 1 or 0; averaging=1, selecting=0

Details

Based on the paper (and matlab code) : "Obtaining Well Calibrated Probabilities Using Bayesian Binning" by Naeini, Cooper and Hauskrecht: ; https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4410090/

Value

a list object containing the following components:

predictions

contains a vector of calibrated predictions

pred_idx

which option was used (averaging or selecting)

significance_test_set

the percentage of new instances that was evaluated using significant prediction estimates

pred_per_bin

number of instances new in each bin of the selected model