Measure performance with and without using bagged isotonic regression calibration

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

Usage

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

# S3 method for resample_results
cal_validate_isotonic_boot(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred"),
  metrics = NULL,
  save_pred = FALSE,
  ...
)

# S3 method for rset
cal_validate_isotonic_boot(
  .data,
  truth = NULL,
  estimate = dplyr::starts_with(".pred"),
  metrics = NULL,
  save_pred = FALSE,
  ...
)

# S3 method for tune_results
cal_validate_isotonic_boot(
  .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_isotonic_boot(), such as the times argument.

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 (classification calibration) or the root mean squared error (regression) 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)

segment_logistic %>%
  rsample::vfold_cv() %>%
  cal_validate_isotonic_boot(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]>