Calibrating sufficiently
Author:
Affiliation:
1. Swiss Financial Market Supervisory Authority (FINMA), Bern, Switzerland
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02331888.2021.2016767
Reference40 articles.
1. Platt J. Probabilities for SV machines. In: Bartlett P, Schölkopf B, Schuurmans D, et al., editors. Advances in Large-Margin Classifiers. MIT Press Cambridge; 2000. p. 61–74.
2. Transforming classifier scores into accurate multiclass probability estimates
3. Properties and Benefits of Calibrated Classifiers
4. Beyond sigmoids: How to obtain well-calibrated probabilities from binary classifiers with beta calibration
5. On the appropriateness of Platt scaling in classifier calibration
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