--- title: "Example scripts: manual calibration" description: "Binary options, multiclass OvO/OvR, one-hot class decisions, moderated Inductive/Cross regression, fit diagnoses and assessment graphics." output: rmarkdown::html_vignette: toc: true toc_depth: 2 vignette: > %\VignetteIndexEntry{Example scripts: manual calibration} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- Calibrate supplied predictions with binary or multiclass Inductive/Cross methods, or moderated regression, and draw their fit diagnoses and assessment graphics. These examples use base R and the installed package. Start with `vignette("manual-calibration", package = "vennabers")` for the step-by-step guide and `vignette("diagnostics", package = "vennabers")` for the graphics. `?vennabers_examples` indexes all four example collections. ## Choose an example - [Binary precision, loss and event selection](#binary-options) - [Binary Cross calibration with retained models](#cross-venn-abers) - [Inductive multiclass one-vs-one](#inductive-ovo) - [Inductive multiclass one-vs-rest](#inductive-ovr) - [Cross multiclass calibration](#cross-multiclass) - [One-hot class decisions](#one-hot-classes) - [Inductive regression](#inductive-regression) - [Cross regression](#cross-regression) - [Fit diagnoses and assessment graphics](#calibration-graphics) ## Running an example Each heading below names an installed script. To inspect and run one: ```{r run-example, eval=FALSE, purl=FALSE} script <- system.file("examples", "binary-options.R", package = "vennabers") file.show(script) source(script) ``` Replace the filename to run another script. The listings below show the complete code without executing it during documentation builds. Sourcing a script runs its fits and checks; resampling, tuning and composition matrices can take longer than the introductory guides. ## Binary precision, loss and event selection {#binary-options} `binary-options.R`: Compare Log/Brier regularization, calibration rounding, class predictions and Cross fold diagnostics. ```{r binary-options, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "binary-options.R", package = "vennabers"))} ``` ## Binary Cross calibration with retained models {#cross-venn-abers} `cross-venn-abers.R`: Fit separate GLMs, retain the corresponding fold models and assess calibrated probabilities on held-out observations. ```{r cross-venn-abers, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "cross-venn-abers.R", package = "vennabers"))} ``` ## Inductive multiclass one-vs-one {#inductive-ovo} `inductive-ovo.R`: Calibrate fixed class probabilities, inspect pair diagnostics and score the coupled class matrix. ```{r inductive-ovo, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "inductive-ovo.R", package = "vennabers"))} ``` ## Inductive multiclass one-vs-rest {#inductive-ovr} `inductive-ovr.R`: Calibrate each class against the rest and assess the final normalized probabilities. ```{r inductive-ovr, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "inductive-ovr.R", package = "vennabers"))} ``` ## Cross multiclass calibration {#cross-multiclass} `cross-multiclass.R`: Supply fold-matched class matrices and reconstruct the OvO/OvR aggregation from binary diagnostics. ```{r cross-multiclass, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "cross-multiclass.R", package = "vennabers"))} ``` ## One-hot class decisions {#one-hot-classes} `one-hot-classes.R`: Represent binary and multiclass class decisions as one-hot matrices, including exact ties and missing decisions. ```{r one-hot-classes, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "one-hot-classes.R", package = "vennabers"))} ``` ## Inductive regression {#inductive-regression} `inductive-regression.R`: Fit an independent linear model, calibrate numeric predictions and report RMSE/MAE on separate assessment data. ```{r inductive-regression, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "inductive-regression.R", package = "vennabers"))} ``` ## Cross regression {#cross-regression} `cross-regression.R`: Retain matching fold models and inspect the equal-weight merger of regression points and bounds. ```{r cross-regression, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "cross-regression.R", package = "vennabers"))} ``` ## Fit diagnoses and assessment graphics {#calibration-graphics} `calibration-graphics.R`: Draw the stored calibration map and Venn-Abers width of binary, Cross and regression fits, then assess held-out pairs with a seeded CORP reliability diagram, its Brier decomposition and a regression plot. ```{r calibration-graphics, eval=FALSE, purl=FALSE, code=readLines(system.file("examples", "calibration-graphics.R", package = "vennabers"))} ```