Hello all,
 
I have three general questions regarding generating a confidence percentage on 
a classification prediction:
 
1.       can calibration / brier score loss, be used for a multi-class 
classification? The scikit-learn page 
(http://scikit-learn.org/stable/auto_examples/calibration/plot_calibration.html)
 doesn't restrict it to a binary case, but the wiki 
(https://en.wikipedia.org/wiki/Brier_score) seem to suggest binary.
2.       in `y_prob = np.array([0.1, 0.9, 0.8, 0.3])`, how was the probability 
for each categorical target obtained - 
http://scikit-learn.org/stable/modules/generated/sklearn.metrics.brier_score_loss.html#sklearn.metrics.brier_score_loss?
  It only an example, but how would it be generated?  I'm curious because I'm 
not sure how to use the `brier_score_loss` after the `predict_proba` 
implementation 
-https://github.com/jeff1evesque/machine-learning/issues/1924#issuecomment-159491052
3.       does svc have a built in method, to check if a dataset is sparse 
enough?  If not, is there a way I can script a check, indicating the 
corresponding dataset is not large enough to determine a prediction, or is this 
the brier score loss?
 
 
Ultimately, I’m trying to find ways to implement the `predict_proba` method, 
with an accurate corresponding confidence percentage
-https://github.com/jeff1evesque/machine-learning/issues/1924#issuecomment-160847135
 
Thank you,


Jeffrey Levesque
https://github.com/jeff1evesque/
(603) 969-5363

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