Estimation of calibration errors.
This package implements different estimators of the expected calibration error (ECE), the squared kernel calibration error calibration error (SKCE), and the unnormalized calibration mean embedding (UCME) in the Julia language.
Calibration errors can be estimated from a data set of predicted probabilities and and a set of targets by executing
calibrationerror(estimator, predictions, targets)
The predictions can be provided as a vector of
n vectors of predicted probabilities
m or as a matrix of size
(m, n), in which each of the
n columns corresponds
to predicted probabilities of the targets
1,…,m. The corresponding targets have to be
provided as a vector of length
n, in which every element is from the set
Alternatively, it is possible to specify a tuple of predictions and targets or a vector of tuples of predictions and targets.
This package implements the estimator
ECE of the ECE, the estimators
BlockUnbiasedSKCE for the SKCE, and
SUMCE for the