May 25, 2024
maybe some ideas from Venn_ABERS can help as well. VA is essentially regularised (conformalised) version of isotonic regression https://medium.com/@valeman/how-to-calibrate-your-classifier-in-an-intelligent-way-a996a2faf718
Written by Valeriy Manokhin, PhD, MBA, CQF
Principal Data Scientist, PhD in Machine Learning, creator of Awesome Conformal Prediction 👍Tip: hold down the Clap icon for up x50