expected_calibration_error

pycalib.scoring.expected_calibration_error(y, p_pred, n_bins=100, n_classes=None, p=1)[source]

Computes the expected calibration error ECE_p.

Computes the empirical p-expected calibration error for a vector of confidence estimates by binning.

Parameters
  • y (array-like) – Ground truth labels.

  • p_pred (array-like) – Array of confidence estimates.

  • n_bins (int, default=15) – Number of bins of \([\frac{1}{n_{\text{classes}},1]\) for the confidence estimates.

  • n_classes (int default=None) – Number of classes. Estimated from y and y_pred if not given.

  • p (int, default=1) – Power of the calibration error, \(1 \leq p \leq \infty\).

Returns

Expected calibration error

Return type

float