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problem is your interviewer (and also this article) wrongly assumed logistic regression is always calibrated because he/she was reading scikit learn documentation.

In reality logistic regression is neither calibrated by default nor always well calibrated in practice. There are papers showing theoretically that logistic regression is miscalibrated and it is also very easy to observe it in practice.

https://github.com/valeman/calibration_is_what_you_need

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Valeriy Manokhin, PhD, MBA, CQF
Valeriy Manokhin, PhD, MBA, CQF

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

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