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Probability calibration for sklearn models #70

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gngdb opened this issue Feb 21, 2015 · 1 comment
Open

Probability calibration for sklearn models #70

gngdb opened this issue Feb 21, 2015 · 1 comment

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@gngdb
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gngdb commented Feb 21, 2015

Probability calibration was recently given it's own module in Scikit-learn. Our model could probably benefit from this (or just using a logistic regression model) to minimise log loss. Should really have thought about this already.

@gngdb gngdb added this to the General Code Improvement milestone Feb 21, 2015
@gngdb gngdb added the ready label Feb 23, 2015
@scottclowe
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This calibration results in a lower log-loss. Note that an alternative would have been to increase the number of base estimators which would have resulted in a similar decrease in log-loss.

Currently I am fixing the issue by using lots of trees.

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