getECE function

getECE

Expected Calibration Error (ECE); the model is divided into 10 equal-width bins (default) and the mean of the observed (0/1) vs. mean of predicted is calculated per bin, weighted by emperical frequency of elements in bin i

getECE(actual, predicted, n_bins = 10)

Arguments

• actual: vector of observed class labels (0/1)
• predicted: vector of uncalibrated predictions
• n_bins: number of bins of the underlying equal-frequency histogram, Default: 10

Returns

equal-frequency ECE value