concept:calibration

Calibration

Calibration in the context of production machine-learning systems.

11

Lessons

Formal explanations, examples, simulations, and checkpoints.

Problem framing, statistics & evaluation

Predict decisions, not just labels

Use predict decisions, not just labels to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Labels, availability, and leakage

Use labels, availability, and leakage to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Baselines and honest splits

Use baselines and honest splits to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Metrics, thresholds, and calibration

Use metrics, thresholds, and calibration to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Uncertainty and online experiments

Use uncertainty and online experiments to move the evaluation production brief toward a defensible release.

Problem framing, statistics & evaluation

Metric 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 boosting

Trees as learned decision rules

Use trees as learned decision rules to move the trees & boosting production brief toward a defensible release.

Trees, forests & gradient boosting

Random forests and diversity

Use random forests and diversity to move the trees & boosting production brief toward a defensible release.

Trees, forests & gradient boosting

Gradient boosting as error correction

Use gradient boosting as error correction to move the trees & boosting production brief toward a defensible release.

Trees, forests & gradient boosting

XGBoost: regularized boosting at scale

Use xgboost: regularized boosting at scale to move the trees & boosting production brief toward a defensible release.

Trees, forests & gradient boosting

Calibrating and explaining ensembles

Use calibrating and explaining ensembles to move the trees & boosting production brief toward a defensible release.

0

Casebook

Reported facts and course reconstructions.