https://github.com/ip200/venn-abers

Python implementation of binary and multi-class Venn-ABERS calibration
https://github.com/ip200/venn-abers

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Python implementation of binary and multi-class Venn-ABERS calibration

• Host: GitHub
• URL: https://github.com/ip200/venn-abers
• Owner: ip200
• License: mit
• Created: 2023-07-16T20:32:12.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2024-04-18T05:45:24.000Z (8 months ago)
• Last Synced: 2024-05-19T06:04:16.524Z (7 months ago)
• Language: Python
• Size: 974 KB
• Stars: 98
• Watchers: 4
• Forks: 8
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.TXT

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README

        
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# Venn-ABERS calibration

This library contains the Python implementation of Venn-ABERS calibration for binary and multiclass classification problems.

### Installation

```commandline

pip install venn-abers

```

The method can be applied on top of an underlying scikit-learn algorithm.

### Example Usage

```python

from sklearn.datasets import make_classification

from sklearn.model_selection import train_test_split

from sklearn.naive_bayes import GaussianNB

from venn_abers import VennAbersCalibrator

X, y = make_classification(n_samples=1000, n_classes=3, n_informative=10)

X_train, X_test, y_train, y_test = train_test_split(X, y)

clf = GaussianNB()

# Define Venn-ABERS calibrator

va = VennAbersCalibrator(estimator=clf, inductive=True, cal_size=0.2, random_state=101)

# Fit on the training set

va.fit(X_train, y_train)

# Generate probabilities and class predictions on the test set

p_prime = va.predict_proba(X_test)

y_pred = va.predict(X_test)

```

### Examples

Further examples can be found in the github repository https://github.com/ip200/venn-abers in the `examples` folder:

- [simple_classification.ipynb](https://github.com/ip200/venn-abers/blob/main/examples/simple_classification.ipynb) for a simple example in the binary classification setting.

- [multiclass_classification.ipynb](https://github.com/ip200/venn-abers/blob/main/examples/multiclass_classification.ipynb) for the multiclass setting.

- [comparison_with_existing.ipynb](https://github.com/ip200/venn-abers/blob/main/examples/comparison_with_existing.ipynb) for the comparison with a previous github implementation

### Citation

If you find this library useful please consider citing:

- Vovk, Vladimir, Ivan Petej and Valentina Fedorova. "Large-scale probabilistic predictors with and without guarantees of validity." Advances in Neural Information Processing Systems 28 (2015) (arxiv version https://arxiv.org/pdf/1511.00213.pdf)

- Vovk, Vladimir, Ivan Petej. "Venn-Abers predictors". Proceedings of the Thirtieth Conference on Uncertainty in Artificial Intelligence (2014) (arxiv version https://arxiv.org/abs/1211.0025)

- Manokhin, Valery. "Multi-class probabilistic classification using inductive and cross Venn–Abers predictors." Conformal and Probabilistic Prediction and Applications, PMLR, 2017.