Well calibrated classifiers are probabilistic classifiers for which the output of predict_proba can be directly interpreted as a confidence level. For instance, a well calibrated (binary) classifier should classify the samples such that for the samples to which it gave a predict_proba value close to 0.8, approximately 80% actually belong to the positive class.
In this example we will compare the calibration of four different models: Logistic regression, Gaussian Naive B
本文探讨了如何评估和比较不同机器学习模型的校准能力，包括逻辑回归、高斯朴素贝叶斯、随机森林和线性SVM。通过使用一个含有20个特征（其中2个是有信息的，2个是冗余的，16个是无信息的）的合成二分类数据集，模型在校准曲线（可靠性图）上的表现被展示出来，以揭示模型预测概率与实际正样本比例的关系。
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