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ip200 / venn-abers

Python implementation of binary and multi-class Venn-ABERS calibration
MIT License
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Multiprobability outputs for CVAP #19

Closed ehan03 closed 1 month ago

ehan03 commented 3 months ago

Multiprobability outputs are only supported for the IVAP implementation as of writing. However, based on this paper, it seems like the n_splits pairs of $(p_0, p_1)$ can be combined as $$\left(1 - GM\left(1 - p_0 \right), GM\left(p_1 \right) \right) $$ to obtain an interval (see page 4 of the linked paper). Having multiprobability outputs for CVAP would be really nice

ip200 commented 3 months ago

Hello thank you for your feedback and for the pull request. I will incorporate your suggestion and combine it with your git tidying change suggestions and will merge them all at once. Should be done in the next few days. Thank you, Ivan

ip200 commented 1 month ago

Hi this has now been added, please see latest release 1.4.4

ehan03 commented 1 month ago

Hey, thanks for the update! Will make sure to check it out, appreciate the work