mcboost

mcboost copied to clipboard

Run multicalibration on pre-computed scores w/o access to initial predictor

4

I'm trying to multi-calibrate scores precomputed from a black-box model (assume we don't have access to the model itself) but I'm getting non-sensical results. I'm wondering if this should work...

flinder

pfistfl

Currently we need to suggest tidyverse but only make use of it in the examples.

pfistfl

The approach proposed in the papers optimizes the brier score through the assumption of predicted probabilities (which can be added or multiplicatively updated). A proper gradient boosting setup where scores...

pfistfl