Obtaining Well Calibrated Probabilities Using Bayesian Binning

Naeini, Mahdi Pakdaman (University of Pittsburgh) | Cooper, Gregory (University of Pittsburgh) | Hauskrecht, Milos (University of Pittsburgh)

AAAI Conferences 

However, model calibration and the learning is critical for many prediction and decision-making of well-calibrated probabilistic models have not been tasks in artificial intelligence. In this paper we present a new studied in the machine learning literature as extensively as nonparametric calibration method called Bayesian Binning for example discriminative machine learning models that into Quantiles (BBQ) which addresses key limitations of existing are built to achieve the best possible discrimination among calibration methods. The method post processes the classes of objects. One way to achieve a high level of model output of a binary classification algorithm; thus, it can be calibration is to develop methods for learning probabilistic readily combined with many existing classification algorithms.

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