get_ECE_equal_width function

get_ECE_equal_width

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

get_ECE_equal_width(actual, predicted, bins = 10)

Arguments

• actual: vector of observed class labels (0/1)
• predicted: vector of uncalibrated predictions
• bins: number of bins for the equal-width binning model

Returns

equal-width ECE value