Module linfa::composing::platt_scaling
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Implement Platt calibration with Newton method
Platt scaling is a way of transforming the outputs of a classification model into a probability distribution over classes. It is, for example, used in the calibration of SVM models to predict plausible probability values.
Example
ⓘ
let model = ...;
let model = Platt::params()
.fit_with(model, &train)?;
let pred: Array1<Pr> = model.predict(&valid);
Structs
Enums
Platt Newton’s method errors
Functions
Run Newton’s method to find optimal A
and B
values
Predict a probability with the sigmoid function