Quickstart
This is a simple description of how to calibrate a classifier using this library. For an extended example check the Section Examples Quickstart.
The simplest way to calibrate an existing probabilistic classifier is the following:
First choose the calibration method you want to use
from pycalib.models import IsotonicCalibration
cal = IsotonicCalibration()
Now we can put together a probabilistic classifier with the chosen calibration method
from pycalib.models import CalibratedModel
cal_clf = CalibratedModel(base_estimator=clf, calibrator=cal)
Now you can train both classifier and calibrator all together.
from sklearn.datasets import load_iris
dataset = load_iris()
cal_clf.fit(dataset.data, dataset.target)