plot_calibration with examples#
An example showing the plot_calibration function
used by a scikit-learn classifier.
# Authors: The scikit-plots developers
# SPDX-License-Identifier: BSD-3-Clause
# run: Python scripts and shows any outputs directly in the notebook.
# %run ./examples/calibration/plot_calibration_script.py
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
from sklearn.naive_bayes import GaussianNB
from sklearn.svm import LinearSVC
from sklearn.calibration import CalibratedClassifierCV
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import cross_val_predict
import numpy as np; np.random.seed(0) # reproducibility
# importing pylab or pyplot
import matplotlib.pyplot as plt
# Import scikit-plot
import scikitplot as sp
# Load the data
X, y = make_classification(
n_samples=100000,
n_features=20,
n_informative=4,
n_redundant=2,
n_repeated=0,
n_classes=3,
n_clusters_per_class=2,
random_state=0
)
X_train, y_train, X_val, y_val = X[:1000], y[:1000], X[1000:], y[1000:]
# Create an instance of the LogisticRegression
lr_probas = LogisticRegression(max_iter=int(1e5), random_state=0).fit(X_train, y_train).predict_proba(X_val)
nb_probas = GaussianNB().fit(X_train, y_train).predict_proba(X_val)
svc_scores = LinearSVC().fit(X_train, y_train).decision_function(X_val)
svc_isotonic = CalibratedClassifierCV(LinearSVC(), cv=2, method="isotonic").fit(X_train, y_train).predict_proba(X_val)
svc_sigmoid = CalibratedClassifierCV(LinearSVC(), cv=2, method="sigmoid").fit(X_train, y_train).predict_proba(X_val)
rf_probas = RandomForestClassifier(random_state=0).fit(X_train, y_train).predict_proba(X_val)
probas_dict = {
LogisticRegression(): lr_probas,
# GaussianNB(): nb_probas,
"LinearSVC() + MinMax": svc_scores,
"LinearSVC() + Isotonic": svc_isotonic,
"LinearSVC() + Sigmoid": svc_sigmoid,
# RandomForestClassifier(): rf_probas,
}
# Plot!
fig, ax = plt.subplots(figsize=(12, 6))
ax = sp.metrics.plot_calibration(
y_val,
y_probas_list=probas_dict.values(),
estimator_names=probas_dict.keys(),
ax=ax,
);
# Adjust layout to make sure everything fits
plt.tight_layout()
# Save the plot with a filename based on the current script's name
# sp.api._utils.save_plot()
# Display the plot
plt.show(block=True)
Interpretation
Primary Use: Evaluating probabilistic classifiers by comparing predicted probabilities to observed frequencies of the positive class.
Goal: To assess how well the predicted probabilities align with the actual outcomes, identifying if a model is well-calibrated, overconfident, or underconfident.
Typical Characteristics:
X-axis: Predicted probability (e.g., in bins from 0 to 1).
Y-axis: Observed frequency of the positive class within each bin.
Reference line (diagonal at 45°): Represents perfect calibration, where predicted probabilities match observed frequencies.
Total running time of the script: (0 minutes 3.267 seconds)
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