pub struct Platt<F, O> { /* private fields */ }
Expand description

Fitted Platt model

This model contains a sigmoid scaling parameters and a second univariate, uncalibrated model. The output of the uncalibrated model is scaled with the following function:

g(x) = 1 / (1 + exp(A * f(x) + B)

The scaling factors A and B are estimated with the Newton’s method, presented in the following paper: https://www.csie.ntu.edu.tw/~cjlin/papers/plattprob.pdf

Implementations

Create default parameter set for the Platt scaling algorithm

The default values are:

  • maxiter: 100,
  • minstep: 1e-10,
  • sigma: 1e-12

Trait Implementations

Predict something in place

Create targets that predict_inplace works with.

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