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12 février 2024
- ISIDORE Id: 10670/1.b8b0d8...
- hal: hal-04464994
info:eu-repo/semantics/OpenAccess
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Calibration Binary classification Local regressionSujets proches
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Agathe Fernandes Machado et al., « From Uncertainty to Precision: Enhancing Binary Classifier Performance through Calibration », HAL SHS (Sciences de l’Homme et de la Société), ID : 10670/1.b8b0d8...
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The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive decision-making domains, such as finance or healthcare. Given that model-predicted scores are commonly seen as event probabilities, calibration is crucial for accurate interpretation. In our study, we analyze the sensitivity of various calibration measures to score distortions and introduce a refined metric, the Local Calibration Score. Comparing recalibration methods, we advocate for local regressions, emphasizing their dual role as effective recalibration tools and facilitators of smoother visualizations. We apply these findings in a real-world scenario using Random Forest classifier and regressor to predict credit default while simultaneously measuring calibration during performance optimization.
