In addition to Platt scaling, there is isotonic regression. Two references:
- Transforming Classifier Scores into Accurate Multiclass Probability
Estimates (KDD 2002)
- Predicting accurate probabilities with a ranking loss (ICML 2012)
Mathieu
On Mon, Jul 9, 2012 at 10:53 PM, Mathieu Blondel <[email protected]>wrote:
>
> To be honest, I haven't worked with Platt scaling yet - Paolo has
>> discussed it on the mailing list a while ago [1] - maybe he has some
>> code to share.
>>
>
> Paolo's code is here:
> https://github.com/paolo-losi/scikit-learn/tree/calibration
>
> Mathieu
>
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