39 lines
1.3 KiB
Python
39 lines
1.3 KiB
Python
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import numpy as np
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# This function is a sklearn.calibration.calibration_curve modification
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def calibration_curve(y_true, y_prob, *, n_bins=5, strategy="uniform"):
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y_true = np.array(y_true)
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y_prob = np.array(y_prob)
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if strategy == "quantile": # Determine bin edges by distribution of data
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quantiles = np.linspace(0, 1, n_bins + 1)
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bins = np.percentile(y_prob, quantiles * 100)
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bins[-1] = bins[-1] + 1e-8
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elif strategy == "uniform":
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bins = np.linspace(0.0, 1.0 + 1e-8, n_bins + 1)
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else:
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raise ValueError(
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"Invalid entry to 'strategy' input. Strategy "
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"must be either 'quantile' or 'uniform'."
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)
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binids = np.digitize(y_prob, bins) - 1
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bin_sums = np.bincount(binids, weights=y_prob, minlength=len(bins))
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bin_true = np.bincount(binids, weights=y_true, minlength=len(bins))
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bin_total = np.bincount(binids, minlength=len(bins))
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nonzero = bin_total != 0
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prob_true = bin_true[nonzero] / bin_total[nonzero]
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prob_pred = bin_sums[nonzero] / bin_total[nonzero]
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return prob_true, prob_pred, bin_total[nonzero]
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def overconfidence(y_true, y_pred):
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x = y_pred * y_true + (1 - y_pred) * (1 - y_true)
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return np.mean((x - 1) * (x - 0.5)) / np.mean((x - 0.5) * (x - 0.5))
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