Probability calibration plots via moving windows

A plot is created to assess whether the observed rate of the event is about the sample as the predicted probability of the event from some model. This is similar to cal_plot_breaks(), except that the bins are overlapping.

A sequence of bins are created from zero to one. For each bin, the data whose predicted probability falls within the range of the bin is used to calculate the observed event rate (along with confidence intervals for the event rate).

If the predictions are well calibrated, the fitted curve should align with the diagonal line.

Usage

cal_plot_windowed(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred"),
  window_size = 0.1,
  step_size = window_size/2,
  conf_level = 0.9,
  include_ribbon = TRUE,
  include_rug = TRUE,
  include_points = TRUE,
  event_level = c("auto", "first", "second"),
  ...
)

# S3 method for data.frame
cal_plot_windowed(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred"),
  window_size = 0.1,
  step_size = window_size/2,
  conf_level = 0.9,
  include_ribbon = TRUE,
  include_rug = TRUE,
  include_points = TRUE,
  event_level = c("auto", "first", "second"),
  ...,
  .by = NULL
)

# S3 method for tune_results
cal_plot_windowed(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred"),
  window_size = 0.1,
  step_size = window_size/2,
  conf_level = 0.9,
  include_ribbon = TRUE,
  include_rug = TRUE,
  include_points = TRUE,
  event_level = c("auto", "first", "second"),
  ...
)

# S3 method for grouped_df
cal_plot_windowed(
  .data,
  truth = NULL,
  estimate = NULL,
  window_size = 0.1,
  step_size = window_size/2,
  conf_level = 0.9,
  include_ribbon = TRUE,
  include_rug = TRUE,
  include_points = TRUE,
  event_level = c("auto", "first", "second"),
  ...
)

Arguments

.data: An ungrouped data frame object containing predictions and probability columns.
truth: The column identifier for the true class results (that is a factor). This should be an unquoted column name.
estimate: A vector of column identifiers, or one of dplyr selector functions to choose which variables contains the class probabilities. It defaults to the prefix used by tidymodels (.pred_). The order of the identifiers will be considered the same as the order of the levels of the truth variable.
window_size: The size of segments. Used for the windowed probability calculations. It defaults to 10% of segments.
step_size: The gap between segments. Used for the windowed probability calculations. It defaults to half the size of window_size
conf_level: Confidence level to use in the visualization. It defaults to 0.9.
include_ribbon: Flag that indicates if the ribbon layer is to be included. It defaults to TRUE.
include_rug: Flag that indicates if the Rug layer is to be included. It defaults to TRUE. In the plot, the top side shows the frequency the event occurring, and the bottom the frequency of the event not occurring.
include_points: Flag that indicates if the point layer is to be included.
event_level: single string. Either "first" or "second" to specify which level of truth to consider as the "event". Defaults to "auto", which allows the function decide which one to use based on the type of model (binary, multi-class or linear)
...: Additional arguments passed to the tune_results object.
.by: The column identifier for the grouping variable. This should be a single unquoted column name that selects a qualitative variable for grouping. Default to NULL. When .by = NULL no grouping will take place.

Value

A ggplot object.

Examples


library(ggplot2)
library(dplyr)

cal_plot_windowed(
  segment_logistic,
  Class,
  .pred_good
)


# More breaks
cal_plot_windowed(
  segment_logistic,
  Class,
  .pred_good,
  window_size = 0.05
)

Usage

Arguments

Value

See also

Examples