calibration¶
Calibration metrics — reliability diagrams and Brier-score decomposition.
- Brier(p, y) = mean((p - y)^2)
= reliability − resolution + uncertainty (Murphy 1973)
where, for K equal-frequency bins: - reliability = sum_k (n_k/N) * (mean_p_k - mean_y_k)^2
→ 0 when predicted probabilities match observed freqs
- resolution = sum_k (n_k/N) * (mean_y_k - mean_y)^2
→ high when bins differ in their observed positive rate
- uncertainty = mean_y * (1 - mean_y)
→ property of the data alone (max 0.25 at p=0.5)
Smaller Brier is better; the decomposition tells you whether bad scores come from miscalibration (reliability) or low discrimination (low resolution).
- class scitex_seizure_metrics.calibration.CalibrationReport(brier, reliability, resolution, uncertainty, expected_calibration_error, bin_centers, bin_observed, bin_counts)[source]¶
Bases:
objectContainer for calibration metrics + per-bin curve points.
- Parameters: