predict_BBQ function

predict_BBQ

FUNCTION_DESCRIPTION

predict_BBQ(bbq, new, option)

Arguments

• bbq: output from the build_BBQ method
• new: vector of uncalibrated probabilities
• option: either 1 or 0; averaging=1, selecting=0

Returns

a list object containing the following components: - predictions: contains a vector of calibrated predictions

• pred_idx: which option was used (averaging or selecting)

• significance_test_set: the percentage of new instances that was evaluated using significant prediction estimates

• pred_per_bin: number of instances new in each bin of the selected model

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/