R: Generate classifier calibration data.

generateCalibrationData {mlr} | R Documentation

## Generate classifier calibration data.

### Description

A calibrated classifier is one where the predicted probability of a class closely matches the rate at which that class occurs, e.g. for data points which are assigned a predicted probability of class A of .8, approximately 80 percent of such points should belong to class A if the classifier is well calibrated. This is estimated empirically by grouping data points with similar predicted probabilities for each class, and plotting the rate of each class within each bin against the predicted probability bins.

### Usage

    generateCalibrationData(obj, breaks = "Sturges", groups = NULL,
      task.id = NULL)

### Arguments

`obj` | (list of Prediction | list of ResampleResult | BenchmarkResult) Single prediction object, list of them, single resample result, list of them, or a benchmark result. In case of a list probably produced by different learners you want to compare, then name the list with the names you want to see in the plots, probably learner shortnames or ids.
`breaks` | (`character(1)` | numeric) If `character(1)`, the algorithm to use in generating probability bins. See hist for details. If numeric, the cut points for the bins. Default is “Sturges”.
`groups` | (`integer(1)`) The number of bins to construct. If specified, `breaks` is ignored. Default is `NULL`.
`task.id` | (`character(1)`) Selected task in BenchmarkResult to do plots for, ignored otherwise. Default is first task.

### Value

CalibrationData. A list containing:

`proportion` | data.frame with columns: `Learner` Name of learner. `bin` Bins calculated according to the `breaks` or `groups` argument. `Class` Class labels (for binary classification only the positive class). `Proportion` Proportion of observations from class `Class` among all observations with posterior probabilities of class `Class` within the interval given in `bin`.
`data` | data.frame with columns: `Learner` Name of learner. `truth` True class label. `Class` Class labels (for binary classification only the positive class). `Probability` Predicted posterior probability of `Class`. `bin` Bin corresponding to `Probability`.
`task` | (TaskDesc) Task description.

### References

Vuk, Miha, and Curk, Tomaz. “ROC Curve, Lift Chart, and Calibration Plot.” Metodoloski zvezki. Vol. 3. No. 1 (2006): 89-108.

### See Also

Other generate_plot_data: `generateCritDifferencesData`, `generateFeatureImportanceData`, `generateFilterValuesData`, `generateLearningCurveData`, `generatePartialDependenceData`, `generateThreshVsPerfData`, `getFilterValues`, `plotFilterValues`

Other calibration: `plotCalibration`

[Package mlr version 2.13 Index]