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<h1>Source code for quapy.classification.calibration</h1><div class="highlight"><pre>
<span></span><span class="kn">from</span> <span class="nn">copy</span> <span class="kn">import</span> <span class="n">deepcopy</span>
<span class="kn">from</span> <span class="nn">abstention.calibration</span> <span class="kn">import</span> <span class="n">NoBiasVectorScaling</span><span class="p">,</span> <span class="n">TempScaling</span><span class="p">,</span> <span class="n">VectorScaling</span>
<span class="kn">from</span> <span class="nn">sklearn.base</span> <span class="kn">import</span> <span class="n">BaseEstimator</span><span class="p">,</span> <span class="n">clone</span>
<span class="kn">from</span> <span class="nn">sklearn.model_selection</span> <span class="kn">import</span> <span class="n">cross_val_predict</span><span class="p">,</span> <span class="n">train_test_split</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="c1"># Wrappers of calibration defined by Alexandari et al. in paper <http://proceedings.mlr.press/v119/alexandari20a.html></span>
<span class="c1"># requires "pip install abstension"</span>
<span class="c1"># see https://github.com/kundajelab/abstention</span>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifier">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifier">[docs]</a>
<span class="k">class</span> <span class="nc">RecalibratedProbabilisticClassifier</span><span class="p">:</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Abstract class for (re)calibration method from `abstention.calibration`, as defined in</span>
<span class="sd"> `Alexandari, A., Kundaje, A., & Shrikumar, A. (2020, November). Maximum likelihood with bias-corrected calibration</span>
<span class="sd"> is hard-to-beat at label shift adaptation. In International Conference on Machine Learning (pp. 222-232). PMLR.</span>
<span class="sd"> <http://proceedings.mlr.press/v119/alexandari20a.html>`_:</span>
<span class="sd"> """</span>
<span class="k">pass</span></div>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifierBase">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifierBase">[docs]</a>
<span class="k">class</span> <span class="nc">RecalibratedProbabilisticClassifierBase</span><span class="p">(</span><span class="n">BaseEstimator</span><span class="p">,</span> <span class="n">RecalibratedProbabilisticClassifier</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Applies a (re)calibration method from `abstention.calibration`, as defined in</span>
<span class="sd"> `Alexandari et al. paper <http://proceedings.mlr.press/v119/alexandari20a.html>`_.</span>
<span class="sd"> :param classifier: a scikit-learn probabilistic classifier</span>
<span class="sd"> :param calibrator: the calibration object (an instance of abstention.calibration.CalibratorFactory)</span>
<span class="sd"> :param val_split: indicate an integer k for performing kFCV to obtain the posterior probabilities, or a float p</span>
<span class="sd"> in (0,1) to indicate that the posteriors are obtained in a stratified validation split containing p% of the</span>
<span class="sd"> training instances (the rest is used for training). In any case, the classifier is retrained in the whole</span>
<span class="sd"> training set afterwards. Default value is 5.</span>
<span class="sd"> :param n_jobs: indicate the number of parallel workers (only when val_split is an integer); default=None</span>
<span class="sd"> :param verbose: whether or not to display information in the standard output</span>
<span class="sd"> """</span>
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">classifier</span><span class="p">,</span> <span class="n">calibrator</span><span class="p">,</span> <span class="n">val_split</span><span class="o">=</span><span class="mi">5</span><span class="p">,</span> <span class="n">n_jobs</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">verbose</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span> <span class="o">=</span> <span class="n">classifier</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span> <span class="o">=</span> <span class="n">calibrator</span>
<span class="bp">self</span><span class="o">.</span><span class="n">val_split</span> <span class="o">=</span> <span class="n">val_split</span>
<span class="bp">self</span><span class="o">.</span><span class="n">n_jobs</span> <span class="o">=</span> <span class="n">n_jobs</span>
<span class="bp">self</span><span class="o">.</span><span class="n">verbose</span> <span class="o">=</span> <span class="n">verbose</span>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifierBase.fit">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifierBase.fit">[docs]</a>
<span class="k">def</span> <span class="nf">fit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Fits the calibration for the probabilistic classifier.</span>
<span class="sd"> :param X: array-like of shape `(n_samples, n_features)` with the data instances</span>
<span class="sd"> :param y: array-like of shape `(n_samples,)` with the class labels</span>
<span class="sd"> :return: self</span>
<span class="sd"> """</span>
<span class="n">k</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">val_split</span>
<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">k</span><span class="p">,</span> <span class="nb">int</span><span class="p">):</span>
<span class="k">if</span> <span class="n">k</span> <span class="o"><</span> <span class="mi">2</span><span class="p">:</span>
<span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s1">'wrong value for val_split: the number of folds must be > 2'</span><span class="p">)</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">fit_cv</span><span class="p">(</span><span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">)</span>
<span class="k">elif</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">k</span><span class="p">,</span> <span class="nb">float</span><span class="p">):</span>
<span class="k">if</span> <span class="ow">not</span> <span class="p">(</span><span class="mi">0</span> <span class="o"><</span> <span class="n">k</span> <span class="o"><</span> <span class="mi">1</span><span class="p">):</span>
<span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s1">'wrong value for val_split: the proportion of validation documents must be in (0,1)'</span><span class="p">)</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">fit_tr_val</span><span class="p">(</span><span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">)</span></div>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifierBase.fit_cv">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifierBase.fit_cv">[docs]</a>
<span class="k">def</span> <span class="nf">fit_cv</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Fits the calibration in a cross-validation manner, i.e., it generates posterior probabilities for all</span>
<span class="sd"> training instances via cross-validation, and then retrains the classifier on all training instances.</span>
<span class="sd"> The posterior probabilities thus generated are used for calibrating the outputs of the classifier.</span>
<span class="sd"> :param X: array-like of shape `(n_samples, n_features)` with the data instances</span>
<span class="sd"> :param y: array-like of shape `(n_samples,)` with the class labels</span>
<span class="sd"> :return: self</span>
<span class="sd"> """</span>
<span class="n">posteriors</span> <span class="o">=</span> <span class="n">cross_val_predict</span><span class="p">(</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="p">,</span> <span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">,</span> <span class="n">cv</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">val_split</span><span class="p">,</span> <span class="n">n_jobs</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">n_jobs</span><span class="p">,</span> <span class="n">verbose</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">verbose</span><span class="p">,</span> <span class="n">method</span><span class="o">=</span><span class="s1">'predict_proba'</span>
<span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="o">.</span><span class="n">fit</span><span class="p">(</span><span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">)</span>
<span class="n">nclasses</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">unique</span><span class="p">(</span><span class="n">y</span><span class="p">))</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibration_function</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span><span class="p">(</span><span class="n">posteriors</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">eye</span><span class="p">(</span><span class="n">nclasses</span><span class="p">)[</span><span class="n">y</span><span class="p">],</span> <span class="n">posterior_supplied</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
<span class="k">return</span> <span class="bp">self</span></div>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifierBase.fit_tr_val">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifierBase.fit_tr_val">[docs]</a>
<span class="k">def</span> <span class="nf">fit_tr_val</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Fits the calibration in a train/val-split manner, i.e.t, it partitions the training instances into a</span>
<span class="sd"> training and a validation set, and then uses the training samples to learn classifier which is then used</span>
<span class="sd"> to generate posterior probabilities for the held-out validation data. These posteriors are used to calibrate</span>
<span class="sd"> the classifier. The classifier is not retrained on the whole dataset.</span>
<span class="sd"> :param X: array-like of shape `(n_samples, n_features)` with the data instances</span>
<span class="sd"> :param y: array-like of shape `(n_samples,)` with the class labels</span>
<span class="sd"> :return: self</span>
<span class="sd"> """</span>
<span class="n">Xtr</span><span class="p">,</span> <span class="n">Xva</span><span class="p">,</span> <span class="n">ytr</span><span class="p">,</span> <span class="n">yva</span> <span class="o">=</span> <span class="n">train_test_split</span><span class="p">(</span><span class="n">X</span><span class="p">,</span> <span class="n">y</span><span class="p">,</span> <span class="n">test_size</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">val_split</span><span class="p">,</span> <span class="n">stratify</span><span class="o">=</span><span class="n">y</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="o">.</span><span class="n">fit</span><span class="p">(</span><span class="n">Xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>
<span class="n">posteriors</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="o">.</span><span class="n">predict_proba</span><span class="p">(</span><span class="n">Xva</span><span class="p">)</span>
<span class="n">nclasses</span> <span class="o">=</span> <span class="nb">len</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">unique</span><span class="p">(</span><span class="n">yva</span><span class="p">))</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibration_function</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span><span class="p">(</span><span class="n">posteriors</span><span class="p">,</span> <span class="n">np</span><span class="o">.</span><span class="n">eye</span><span class="p">(</span><span class="n">nclasses</span><span class="p">)[</span><span class="n">yva</span><span class="p">],</span> <span class="n">posterior_supplied</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
<span class="k">return</span> <span class="bp">self</span></div>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifierBase.predict">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifierBase.predict">[docs]</a>
<span class="k">def</span> <span class="nf">predict</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">X</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Predicts class labels for the data instances in `X`</span>
<span class="sd"> :param X: array-like of shape `(n_samples, n_features)` with the data instances</span>
<span class="sd"> :return: array-like of shape `(n_samples,)` with the class label predictions</span>
<span class="sd"> """</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">X</span><span class="p">)</span></div>
<div class="viewcode-block" id="RecalibratedProbabilisticClassifierBase.predict_proba">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.RecalibratedProbabilisticClassifierBase.predict_proba">[docs]</a>
<span class="k">def</span> <span class="nf">predict_proba</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">X</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Generates posterior probabilities for the data instances in `X`</span>
<span class="sd"> :param X: array-like of shape `(n_samples, n_features)` with the data instances</span>
<span class="sd"> :return: array-like of shape `(n_samples, n_classes)` with posterior probabilities</span>
<span class="sd"> """</span>
<span class="n">posteriors</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="o">.</span><span class="n">predict_proba</span><span class="p">(</span><span class="n">X</span><span class="p">)</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">calibration_function</span><span class="p">(</span><span class="n">posteriors</span><span class="p">)</span></div>
<span class="nd">@property</span>
<span class="k">def</span> <span class="nf">classes_</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Returns the classes on which the classifier has been trained on</span>
<span class="sd"> :return: array-like of shape `(n_classes)`</span>
<span class="sd"> """</span>
<span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">classifier</span><span class="o">.</span><span class="n">classes_</span></div>
<div class="viewcode-block" id="NBVSCalibration">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.NBVSCalibration">[docs]</a>
<span class="k">class</span> <span class="nc">NBVSCalibration</span><span class="p">(</span><span class="n">RecalibratedProbabilisticClassifierBase</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Applies the No-Bias Vector Scaling (NBVS) calibration method from `abstention.calibration`, as defined in</span>
<span class="sd"> `Alexandari et al. paper <http://proceedings.mlr.press/v119/alexandari20a.html>`_:</span>
<span class="sd"> :param classifier: a scikit-learn probabilistic classifier</span>
<span class="sd"> :param val_split: indicate an integer k for performing kFCV to obtain the posterior prevalences, or a float p</span>
<span class="sd"> in (0,1) to indicate that the posteriors are obtained in a stratified validation split containing p% of the</span>
<span class="sd"> training instances (the rest is used for training). In any case, the classifier is retrained in the whole</span>
<span class="sd"> training set afterwards. Default value is 5.</span>
<span class="sd"> :param n_jobs: indicate the number of parallel workers (only when val_split is an integer)</span>
<span class="sd"> :param verbose: whether or not to display information in the standard output</span>
<span class="sd"> """</span>
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">classifier</span><span class="p">,</span> <span class="n">val_split</span><span class="o">=</span><span class="mi">5</span><span class="p">,</span> <span class="n">n_jobs</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">verbose</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span> <span class="o">=</span> <span class="n">classifier</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span> <span class="o">=</span> <span class="n">NoBiasVectorScaling</span><span class="p">(</span><span class="n">verbose</span><span class="o">=</span><span class="n">verbose</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">val_split</span> <span class="o">=</span> <span class="n">val_split</span>
<span class="bp">self</span><span class="o">.</span><span class="n">n_jobs</span> <span class="o">=</span> <span class="n">n_jobs</span>
<span class="bp">self</span><span class="o">.</span><span class="n">verbose</span> <span class="o">=</span> <span class="n">verbose</span></div>
<div class="viewcode-block" id="BCTSCalibration">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.BCTSCalibration">[docs]</a>
<span class="k">class</span> <span class="nc">BCTSCalibration</span><span class="p">(</span><span class="n">RecalibratedProbabilisticClassifierBase</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Applies the Bias-Corrected Temperature Scaling (BCTS) calibration method from `abstention.calibration`, as defined in</span>
<span class="sd"> `Alexandari et al. paper <http://proceedings.mlr.press/v119/alexandari20a.html>`_:</span>
<span class="sd"> :param classifier: a scikit-learn probabilistic classifier</span>
<span class="sd"> :param val_split: indicate an integer k for performing kFCV to obtain the posterior prevalences, or a float p</span>
<span class="sd"> in (0,1) to indicate that the posteriors are obtained in a stratified validation split containing p% of the</span>
<span class="sd"> training instances (the rest is used for training). In any case, the classifier is retrained in the whole</span>
<span class="sd"> training set afterwards. Default value is 5.</span>
<span class="sd"> :param n_jobs: indicate the number of parallel workers (only when val_split is an integer)</span>
<span class="sd"> :param verbose: whether or not to display information in the standard output</span>
<span class="sd"> """</span>
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">classifier</span><span class="p">,</span> <span class="n">val_split</span><span class="o">=</span><span class="mi">5</span><span class="p">,</span> <span class="n">n_jobs</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">verbose</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span> <span class="o">=</span> <span class="n">classifier</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span> <span class="o">=</span> <span class="n">TempScaling</span><span class="p">(</span><span class="n">verbose</span><span class="o">=</span><span class="n">verbose</span><span class="p">,</span> <span class="n">bias_positions</span><span class="o">=</span><span class="s1">'all'</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">val_split</span> <span class="o">=</span> <span class="n">val_split</span>
<span class="bp">self</span><span class="o">.</span><span class="n">n_jobs</span> <span class="o">=</span> <span class="n">n_jobs</span>
<span class="bp">self</span><span class="o">.</span><span class="n">verbose</span> <span class="o">=</span> <span class="n">verbose</span></div>
<div class="viewcode-block" id="TSCalibration">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.TSCalibration">[docs]</a>
<span class="k">class</span> <span class="nc">TSCalibration</span><span class="p">(</span><span class="n">RecalibratedProbabilisticClassifierBase</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Applies the Temperature Scaling (TS) calibration method from `abstention.calibration`, as defined in</span>
<span class="sd"> `Alexandari et al. paper <http://proceedings.mlr.press/v119/alexandari20a.html>`_:</span>
<span class="sd"> :param classifier: a scikit-learn probabilistic classifier</span>
<span class="sd"> :param val_split: indicate an integer k for performing kFCV to obtain the posterior prevalences, or a float p</span>
<span class="sd"> in (0,1) to indicate that the posteriors are obtained in a stratified validation split containing p% of the</span>
<span class="sd"> training instances (the rest is used for training). In any case, the classifier is retrained in the whole</span>
<span class="sd"> training set afterwards. Default value is 5.</span>
<span class="sd"> :param n_jobs: indicate the number of parallel workers (only when val_split is an integer)</span>
<span class="sd"> :param verbose: whether or not to display information in the standard output</span>
<span class="sd"> """</span>
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">classifier</span><span class="p">,</span> <span class="n">val_split</span><span class="o">=</span><span class="mi">5</span><span class="p">,</span> <span class="n">n_jobs</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">verbose</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span> <span class="o">=</span> <span class="n">classifier</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span> <span class="o">=</span> <span class="n">TempScaling</span><span class="p">(</span><span class="n">verbose</span><span class="o">=</span><span class="n">verbose</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">val_split</span> <span class="o">=</span> <span class="n">val_split</span>
<span class="bp">self</span><span class="o">.</span><span class="n">n_jobs</span> <span class="o">=</span> <span class="n">n_jobs</span>
<span class="bp">self</span><span class="o">.</span><span class="n">verbose</span> <span class="o">=</span> <span class="n">verbose</span></div>
<div class="viewcode-block" id="VSCalibration">
<a class="viewcode-back" href="../../../quapy.classification.html#quapy.classification.calibration.VSCalibration">[docs]</a>
<span class="k">class</span> <span class="nc">VSCalibration</span><span class="p">(</span><span class="n">RecalibratedProbabilisticClassifierBase</span><span class="p">):</span>
<span class="w"> </span><span class="sd">"""</span>
<span class="sd"> Applies the Vector Scaling (VS) calibration method from `abstention.calibration`, as defined in</span>
<span class="sd"> `Alexandari et al. paper <http://proceedings.mlr.press/v119/alexandari20a.html>`_:</span>
<span class="sd"> :param classifier: a scikit-learn probabilistic classifier</span>
<span class="sd"> :param val_split: indicate an integer k for performing kFCV to obtain the posterior prevalences, or a float p</span>
<span class="sd"> in (0,1) to indicate that the posteriors are obtained in a stratified validation split containing p% of the</span>
<span class="sd"> training instances (the rest is used for training). In any case, the classifier is retrained in the whole</span>
<span class="sd"> training set afterwards. Default value is 5.</span>
<span class="sd"> :param n_jobs: indicate the number of parallel workers (only when val_split is an integer)</span>
<span class="sd"> :param verbose: whether or not to display information in the standard output</span>
<span class="sd"> """</span>
<span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">classifier</span><span class="p">,</span> <span class="n">val_split</span><span class="o">=</span><span class="mi">5</span><span class="p">,</span> <span class="n">n_jobs</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">verbose</span><span class="o">=</span><span class="kc">False</span><span class="p">):</span>
<span class="bp">self</span><span class="o">.</span><span class="n">classifier</span> <span class="o">=</span> <span class="n">classifier</span>
<span class="bp">self</span><span class="o">.</span><span class="n">calibrator</span> <span class="o">=</span> <span class="n">VectorScaling</span><span class="p">(</span><span class="n">verbose</span><span class="o">=</span><span class="n">verbose</span><span class="p">)</span>
<span class="bp">self</span><span class="o">.</span><span class="n">val_split</span> <span class="o">=</span> <span class="n">val_split</span>
<span class="bp">self</span><span class="o">.</span><span class="n">n_jobs</span> <span class="o">=</span> <span class="n">n_jobs</span>
<span class="bp">self</span><span class="o">.</span><span class="n">verbose</span> <span class="o">=</span> <span class="n">verbose</span></div>
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