myui/calibrated_probability.md

Created November 14, 2016 08:29

Star (0) You must be signed in to star a gist
Fork (0) You must be signed in to fork a gist

Learn more about clone URLs
Clone this repository at <script src="https://gist.github.com/myui/9c8e29e0583fa6758d8f58edd2f405ba.js"></script>
Save myui/9c8e29e0583fa6758d8f58edd2f405ba to your computer and use it in GitHub Desktop.

Raw

q = calibrated probability 
  = p / (p + (1-p) / w)

https://pdfs.semanticscholar.org/daf9/ed5dc6c6bad5367d7fd8561527da30e9b8dd.pdf

where 
    p = predicted probability 
    w = negative down-sampling rate
      = (Neg/Neg+(Pos*k)) / (Neg/(Neg+Pos))
      = (Neg/Neg+(Pos*k)) * ((Neg+Pos)/Neg)
      = (Neg+Pos) / (Neg+(Pos*k))