build_BBQ function

build_BBQ

This method builds a BBQ calibration model using the trainings set provided.

build_BBQ(actual, predicted)

Arguments

• actual: vector of observed class labels (0/1)
• predicted: vector of uncalibrated predictions

Returns

returns the BBQ model which includes models for all evaluated binning schemes; the prunedmodel contains only a selection of BBQ models with the best Bayesian score

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/