Re: [R] Probabilities calibration error & ROCR

From: Tobias Sing <tobias.sing_at_mpi-sb.mpg.de>
Date: Wed 24 Jan 2007 - 23:28:05 GMT

Roberto,

On 1/24/07, Roberto Perdisci <roberto.perdisci@gmail.com> wrote:
> [...]. Do you know of any reference where I can find
> the details of the algorithm that computes the calibration error
> implemented in ROCR (apart from ROCR's source code)?

we use it as defined in Caruana & Niculescu-Mizil: "Data mining in metric space: An empirical evaluation of supervised learning performance criteria". Knowledge Discovery and Data Mining (KDD) 2006. http://www.cs.cornell.edu/~caruana/perfs.rocai04.revised.rev1.ps

Also, have a look at ?performance.

HTH,
  Tobias



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