Chapter 23: Calibration
This chapter introduces probability calibration for classification models, covering the difference between calibration and discrimination, diagnostic methods, and calibration techniques.
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Chapter 23.01: Calibration vs Discrimination
We explain the difference between calibration and discrimination, how to diagnose calibration with plots and metrics, when calibration matters, and the common types of miscalibration (over- and underconfidence).
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Chapter 23.02: Calibration Methods
We cover methods for calibrating predicted probabilities and best practices for data splitting in calibration.