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v1.1.0

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@dholzmueller dholzmueller released this 09 Jan 17:22
· 26 commits to main since this release

v1.1.0 by @eugeneberta: Improvements to the SVS and SMS calibrators:

  • logit pre-processing with 'ts-mix' is now automatic,
    and the global scaling parameter $\alpha$ is fixed to 1. This yields:
    • improved performance on our tabular and computer vision benchmarks
      (see the arxiv v2 of the SMS paper, coming soon).
    • faster convergence.
    • ability to compute the duality gap in closed form for stopping SAGA solvers,
      which we implement in this version.
  • improved L-BFGS solvers, much faster than in the previous version.
    Now the solver for default SVS and SMS.
  • the default binary calibrator in LogisticCalibrator is now quadratic scaling
    instead of affine scaling, this can be changed back by using
    LogisticCalibrator(binary_type='affine').