mcgrad

Contents:

  • Base Module
    • BaseCalibrator
      • BaseCalibrator.fit()
      • BaseCalibrator.predict()
      • BaseCalibrator.fit_transform()
  • Methods Module
    • MCGrad
      • MCGrad.UNSHRINK_LOGIT_EPSILON
      • MCGrad.DEFAULT_HYPERPARAMS
      • MCGrad.DEFAULT_ALLOW_MISSING_SEGMENT_FEATURE_VALUES
      • MCGrad.ESS_THRESHOLD_FOR_CROSS_VALIDATION
      • MCGrad.MAX_NUM_ROUNDS_EARLY_STOPPING
      • MCGrad.MCE_STAT_SIGN_THRESHOLD
      • MCGrad.MCE_STRONG_EVIDENCE_THRESHOLD
      • MCGrad.NUM_ROUNDS_DEFAULT_NO_EARLY_STOPPING
      • MCGrad.VALID_SIZE
      • MCGrad.__init__()
      • MCGrad.deserialize()
      • MCGrad.feature_importance()
      • MCGrad.fit()
      • MCGrad.fit_transform()
      • MCGrad.num_rounds_trained
      • MCGrad.performance_metrics
      • MCGrad.predict()
      • MCGrad.serialize()
    • RegressionMCGrad
      • RegressionMCGrad.DEFAULT_HYPERPARAMS
      • RegressionMCGrad.DEFAULT_ALLOW_MISSING_SEGMENT_FEATURE_VALUES
      • RegressionMCGrad.ESS_THRESHOLD_FOR_CROSS_VALIDATION
      • RegressionMCGrad.MAX_NUM_ROUNDS_EARLY_STOPPING
      • RegressionMCGrad.MCE_STAT_SIGN_THRESHOLD
      • RegressionMCGrad.MCE_STRONG_EVIDENCE_THRESHOLD
      • RegressionMCGrad.NUM_ROUNDS_DEFAULT_NO_EARLY_STOPPING
      • RegressionMCGrad.VALID_SIZE
      • RegressionMCGrad.__init__()
      • RegressionMCGrad.deserialize()
      • RegressionMCGrad.feature_importance()
      • RegressionMCGrad.fit()
      • RegressionMCGrad.fit_transform()
      • RegressionMCGrad.num_rounds_trained
      • RegressionMCGrad.performance_metrics
      • RegressionMCGrad.predict()
      • RegressionMCGrad.serialize()
      • RegressionMCGrad.early_stopping_score_func
      • RegressionMCGrad.early_stopping_minimize_score
      • RegressionMCGrad.monotone_t
      • RegressionMCGrad.early_stopping
      • RegressionMCGrad.early_stopping_estimation_method
      • RegressionMCGrad.num_rounds
      • RegressionMCGrad.patience
      • RegressionMCGrad.early_stopping_timeout
      • RegressionMCGrad.n_folds
      • RegressionMCGrad.mr
      • RegressionMCGrad.unshrink_factors
      • RegressionMCGrad.enc
      • RegressionMCGrad.monitored_metrics_during_training
      • RegressionMCGrad.mce_below_initial
      • RegressionMCGrad.mce_below_strong_evidence_threshold
      • RegressionMCGrad.categorical_feature_names
      • RegressionMCGrad.numerical_feature_names
    • PlattScaling
      • PlattScaling.__init__()
      • PlattScaling.log_reg
      • PlattScaling.fit()
      • PlattScaling.predict()
      • PlattScaling.fit_transform()
    • IsotonicRegression
      • IsotonicRegression.__init__()
      • IsotonicRegression.fit()
      • IsotonicRegression.predict()
      • IsotonicRegression.fit_transform()
    • MultiplicativeAdjustment
      • MultiplicativeAdjustment.__init__()
      • MultiplicativeAdjustment.multiplier
      • MultiplicativeAdjustment.fit()
      • MultiplicativeAdjustment.predict()
      • MultiplicativeAdjustment.fit_transform()
    • AdditiveAdjustment
      • AdditiveAdjustment.__init__()
      • AdditiveAdjustment.offset
      • AdditiveAdjustment.fit()
      • AdditiveAdjustment.predict()
      • AdditiveAdjustment.fit_transform()
    • IdentityCalibrator
      • IdentityCalibrator.fit()
      • IdentityCalibrator.predict()
      • IdentityCalibrator.fit_transform()
    • PlattScalingWithFeatures
      • PlattScalingWithFeatures.__init__()
      • PlattScalingWithFeatures.log_reg
      • PlattScalingWithFeatures.ohe
      • PlattScalingWithFeatures.kbd
      • PlattScalingWithFeatures.ohe_columns
      • PlattScalingWithFeatures.kbd_columns
      • PlattScalingWithFeatures.features
      • PlattScalingWithFeatures.fit()
      • PlattScalingWithFeatures.predict()
      • PlattScalingWithFeatures.fit_transform()
    • SegmentwiseCalibrator
      • SegmentwiseCalibrator.__class_getitem__()
      • SegmentwiseCalibrator.fit_transform()
      • SegmentwiseCalibrator.__init__()
      • SegmentwiseCalibrator.calibrator_class
      • SegmentwiseCalibrator.calibrator_kwargs
      • SegmentwiseCalibrator.calibrator_per_segment
      • SegmentwiseCalibrator.fit()
      • SegmentwiseCalibrator.predict()
  • Metrics Module
    • expected_calibration_error()
    • proportional_expected_calibration_error()
    • adaptive_calibration_error()
    • proportional_adaptive_calibration_error()
    • calibration_ratio()
    • recall()
    • precision()
    • youdens_j()
    • fpr()
    • fpr_with_mask()
    • dcg_score()
    • ndcg_score()
    • recall_at_precision()
    • precision_at_predictive_prevalence()
    • precision_at_recall()
    • fpr_at_precision()
    • multi_cg_score()
    • ecce_pvalue_from_sigma()
    • ecce()
    • ecce_sigma()
    • ecce_pvalue()
    • rank_calibration_error()
    • rank_multicalibration_error()
    • normalized_entropy()
    • calibration_free_normalized_entropy()
    • MulticalibrationError
      • MulticalibrationError.__init__()
      • MulticalibrationError.segments_ecce
      • MulticalibrationError.segments_ecce_relative
      • MulticalibrationError.global_ecce
      • MulticalibrationError.global_ecce_relative
      • MulticalibrationError.global_ecce_sigma
      • MulticalibrationError.global_ecce_pvalue
      • MulticalibrationError.segments_ecce_sigma
      • MulticalibrationError.segments_ecce_pvalue
      • MulticalibrationError.mce_sigma
      • MulticalibrationError.mce
      • MulticalibrationError.mce_relative
      • MulticalibrationError.mce_pvalue
      • MulticalibrationError.mde
      • MulticalibrationError.mde_relative
    • soft_label_log_loss()
    • wrap_sklearn_metric_func()
    • wrap_multicalibration_error_metric()
  • Plotting Module
    • plot_global_calibration_curve()
    • plot_calibration_curve_by_segment()
    • plot_segment_calibration_errors()
    • plot_learning_curve()
  • Tuning Module
    • tune_mcgrad_params()
mcgrad
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Welcome to mcgrad’s API documentation!

Contents:

  • Base Module
    • BaseCalibrator
  • Methods Module
    • MCGrad
    • RegressionMCGrad
    • PlattScaling
    • IsotonicRegression
    • MultiplicativeAdjustment
    • AdditiveAdjustment
    • IdentityCalibrator
    • PlattScalingWithFeatures
    • SegmentwiseCalibrator
  • Metrics Module
    • expected_calibration_error()
    • proportional_expected_calibration_error()
    • adaptive_calibration_error()
    • proportional_adaptive_calibration_error()
    • calibration_ratio()
    • recall()
    • precision()
    • youdens_j()
    • fpr()
    • fpr_with_mask()
    • dcg_score()
    • ndcg_score()
    • recall_at_precision()
    • precision_at_predictive_prevalence()
    • precision_at_recall()
    • fpr_at_precision()
    • multi_cg_score()
    • ecce_pvalue_from_sigma()
    • ecce()
    • ecce_sigma()
    • ecce_pvalue()
    • rank_calibration_error()
    • rank_multicalibration_error()
    • normalized_entropy()
    • calibration_free_normalized_entropy()
    • MulticalibrationError
    • soft_label_log_loss()
    • wrap_sklearn_metric_func()
    • wrap_multicalibration_error_metric()
  • Plotting Module
    • plot_global_calibration_curve()
    • plot_calibration_curve_by_segment()
    • plot_segment_calibration_errors()
    • plot_learning_curve()
  • Tuning Module
    • tune_mcgrad_params()

Indices and tables

  • Index

  • Module Index

  • Search Page

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