Neuroglycerin / neukrill-net-tools

Tools coded as part of the NDSB competition.
MIT License
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Probability calibration for sklearn models #70

Open gngdb opened 9 years ago

gngdb commented 9 years ago

Probability calibration was recently given it's own module in Scikit-learn. Our model could probably benefit from this (or just using a logistic regression model) to minimise log loss. Should really have thought about this already.

scottclowe commented 9 years ago
This calibration results in a lower log-loss. Note that an alternative would have been to increase the number of base estimators which would have resulted in a similar decrease in log-loss.

Currently I am fixing the issue by using lots of trees.