sklearn.calibration
.calibration_curve¶
- sklearn.calibration.calibration_curve(y_true, y_prob, *, pos_label=None, n_bins=5, strategy='uniform')[source]¶
Compute true and predicted probabilities for a calibration curve.
The method assumes the inputs come from a binary classifier, and discretize the [0, 1] interval into bins.
Calibration curves may also be referred to as reliability diagrams.
Read more in the User Guide.
- Parameters:
- y_truearray-like of shape (n_samples,)
True targets.
- y_probarray-like of shape (n_samples,)
Probabilities of the positive class.
- pos_labelint, float, bool or str, default=None
The label of the positive class.
New in version 1.1.
- n_binsint, default=5
Number of bins to discretize the [0, 1] interval. A bigger number requires more data. Bins with no samples (i.e. without corresponding values in
y_prob
) will not be returned, thus the returned arrays may have less thann_bins
values.- strategy{‘uniform’, ‘quantile’}, default=’uniform’
Strategy used to define the widths of the bins.
- uniform
The bins have identical widths.
- quantile
The bins have the same number of samples and depend on
y_prob
.
- Returns:
- prob_truendarray of shape (n_bins,) or smaller
The proportion of samples whose class is the positive class, in each bin (fraction of positives).
- prob_predndarray of shape (n_bins,) or smaller
The mean predicted probability in each bin.
References
Alexandru Niculescu-Mizil and Rich Caruana (2005) Predicting Good Probabilities With Supervised Learning, in Proceedings of the 22nd International Conference on Machine Learning (ICML). See section 4 (Qualitative Analysis of Predictions).
Examples
>>> import numpy as np >>> from sklearn.calibration import calibration_curve >>> y_true = np.array([0, 0, 0, 0, 1, 1, 1, 1, 1]) >>> y_pred = np.array([0.1, 0.2, 0.3, 0.4, 0.65, 0.7, 0.8, 0.9, 1.]) >>> prob_true, prob_pred = calibration_curve(y_true, y_pred, n_bins=3) >>> prob_true array([0. , 0.5, 1. ]) >>> prob_pred array([0.2 , 0.525, 0.85 ])