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Add multicalibrator #109

Merged
merged 36 commits into from
Jul 30, 2023
Merged

Add multicalibrator #109

merged 36 commits into from
Jul 30, 2023

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gianlucadetommaso
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Add Multicalibrate, Algorithm 15 in Aaron Roth's notes. This provides scalar values for each data point that satisfy multivalid coverage guarantees.

As an example, in binary classification user can obtain calibrated probabilities that the target variable is 1, for each custom group of inputs - check included benchmark.

With this PR, we also refactor Batch MVP to share base class and share the same usage interface.

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Please check the type of change your PR introduces:

  • Bugfix
  • Feature
  • Code style update (formatting, renaming)
  • Refactoring (no functional changes, no api changes)
  • Build related changes
  • Documentation content changes
  • Other (please describe):

@gianlucadetommaso gianlucadetommaso merged commit 31db6f7 into main Jul 30, 2023
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