Calibration
Calibration in the context of production machine-learning systems.
Lessons
Formal explanations, examples, simulations, and checkpoints.
Predict decisions, not just labels
Use predict decisions, not just labels to move the evaluation production brief toward a defensible release.
Problem framing, statistics & evaluationLabels, availability, and leakage
Use labels, availability, and leakage to move the evaluation production brief toward a defensible release.
Problem framing, statistics & evaluationBaselines and honest splits
Use baselines and honest splits to move the evaluation production brief toward a defensible release.
Problem framing, statistics & evaluationMetrics, thresholds, and calibration
Use metrics, thresholds, and calibration to move the evaluation production brief toward a defensible release.
Problem framing, statistics & evaluationUncertainty and online experiments
Use uncertainty and online experiments to move the evaluation production brief toward a defensible release.
Problem framing, statistics & evaluationMetric selection by task and decision
Select metrics from the prediction target, decision, error costs, prevalence, slices, horizon, and deployment constraints—not from habit.
Trees, forests & gradient boostingTrees as learned decision rules
Use trees as learned decision rules to move the trees & boosting production brief toward a defensible release.
Trees, forests & gradient boostingRandom forests and diversity
Use random forests and diversity to move the trees & boosting production brief toward a defensible release.
Trees, forests & gradient boostingGradient boosting as error correction
Use gradient boosting as error correction to move the trees & boosting production brief toward a defensible release.
Trees, forests & gradient boostingXGBoost: regularized boosting at scale
Use xgboost: regularized boosting at scale to move the trees & boosting production brief toward a defensible release.
Trees, forests & gradient boostingCalibrating and explaining ensembles
Use calibrating and explaining ensembles to move the trees & boosting production brief toward a defensible release.
Courses & assignments
Dependency-authoritative learning units.
Problem framing, statistics & evaluation
A metric contract, leakage-safe validation, calibration analysis, and experiment plan.
Assignment: Late-delivery evaluation contractCourse 05Trees, forests & gradient boosting
Calibrated random-forest and XGBoost baselines with cost-sensitive thresholds.
Assignment: Rare-fraud ensemble decision systemCasebook
Reported facts and course reconstructions.