Linear Digressions
Linear Digressions
Ben Jaffe and Katie Malone
Calibrated Models
14 minutes Posted Feb 5, 2017 at 5:56 pm.
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Remember last week, when we were talking about how great the ROC curve is for evaluating models? How things change... This week, we're exploring calibrated risk models, because that's a kind of model that seems like it would benefit from some nice ROC analysis, but in fact the ROC AUC can steer you wrong there.