Measure performance with and without using Beta calibration

This function uses resampling to measure the effect of calibrating predicted values.

Usage

cal_validate_beta(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred_"),
  metrics = NULL,
  save_pred = FALSE,
  ...
)

# S3 method for class 'resample_results'
cal_validate_beta(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred_"),
  metrics = NULL,
  save_pred = FALSE,
  ...
)

# S3 method for class 'rset'
cal_validate_beta(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred_"),
  metrics = NULL,
  save_pred = FALSE,
  ...
)

# S3 method for class 'tune_results'
cal_validate_beta(
  .data,
  truth = NULL,
  estimate = NULL,
  metrics = NULL,
  save_pred = FALSE,
  ...
)

Arguments

.data: An rset object or the results of tune::fit_resamples() with a .predictions column.
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.
metrics: A set of metrics passed created via yardstick::metric_set()
save_pred: Indicates whether to a column of post-calibration predictions.
...: Options to pass to cal_estimate_beta(), such as the shape_params and location_params arguments.

Value

The original object with a .metrics_cal column and, optionally, an additional .predictions_cal column. The class cal_rset is also added.

Details

These functions are designed to calculate performance with and without calibration. They use resampling to measure out-of-sample effectiveness. There are two ways to pass the data in:

If you have a data frame of predictions, an rset object can be created via rsample functions. See the example below.
If you have already made a resampling object from the original data and used it with tune::fit_resamples(), you can pass that object to the calibration function and it will use the same resampling scheme. If a different resampling scheme should be used, run tune::collect_predictions() on the object and use the process in the previous bullet point.

Please note that these functions do not apply to tune_result objects. The notion of "validation" implies that the tuning parameter selection has been resolved.

collect_predictions() can be used to aggregate the metrics for analysis.

Performance Metrics

By default, the average of the Brier scores is returned. Any appropriate yardstick::metric_set() can be used. The validation function compares the average of the metrics before, and after the calibration.

Examples


library(dplyr)

if (rlang::is_installed("betacal")) {
  segment_logistic |>
    rsample::vfold_cv() |>
    cal_validate_beta(Class)
}
#> #  10-fold cross-validation 
#> # A tibble: 10 × 4
#>    splits            id     .metrics         .metrics_cal    
#>    <list>            <chr>  <list>           <list>          
#>  1 <split [909/101]> Fold01 <tibble [1 × 3]> <tibble [1 × 3]>
#>  2 <split [909/101]> Fold02 <tibble [1 × 3]> <tibble [1 × 3]>
#>  3 <split [909/101]> Fold03 <tibble [1 × 3]> <tibble [1 × 3]>
#>  4 <split [909/101]> Fold04 <tibble [1 × 3]> <tibble [1 × 3]>
#>  5 <split [909/101]> Fold05 <tibble [1 × 3]> <tibble [1 × 3]>
#>  6 <split [909/101]> Fold06 <tibble [1 × 3]> <tibble [1 × 3]>
#>  7 <split [909/101]> Fold07 <tibble [1 × 3]> <tibble [1 × 3]>
#>  8 <split [909/101]> Fold08 <tibble [1 × 3]> <tibble [1 × 3]>
#>  9 <split [909/101]> Fold09 <tibble [1 × 3]> <tibble [1 × 3]>
#> 10 <split [909/101]> Fold10 <tibble [1 × 3]> <tibble [1 × 3]>