ENH Change default strategy='quantile' in calibration_curve#33908
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antoinebaker wants to merge 15 commits into
Open
ENH Change default strategy='quantile' in calibration_curve#33908antoinebaker wants to merge 15 commits into
strategy='quantile' in calibration_curve#33908antoinebaker wants to merge 15 commits into
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I am not yet sold on this one, see my comments |
lorentzenchr
approved these changes
Jul 14, 2026
Co-authored-by: Christian Lorentzen <lorentzen.ch@gmail.com>
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What does this implement/fix? Explain your changes.
Change the default
strategyfrom 'uniform' to 'quantile' incalibration_curve,CalibrationDisplay.from_predictionsandCalibrationDisplay.from_estimator.Any other comments?
When estimating the calibration curve by binning, the quality of the estimate (how close it is to the true calibration curve) depends crucially on
1a. the number of bins, it seems that n_bins=n**(1/3) is best, this is tackled by #33856
1b. the binning strategy, it seems that "quantile" is better, see Roelofs et al or Nixon et al