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Create new BinaryClassificationEvaluator that computes relationship between binned probabilities and outcomes #101

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leahmcguire opened this issue Aug 29, 2018 · 0 comments

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@leahmcguire
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leahmcguire commented Aug 29, 2018

Problem
We would like a new Evaluator for binary classification which bins the probabilities predicted for the data and compares it to the average outcome of values that fell in that bin.

Solution
This estimator should extend the OpBinaryClassificationEvaluatorBase class. It should return a new class extending EvaluationMetrics which contains the bins, the counts in each bin, the average outcome of records in each bin and the brier score https://en.wikipedia.org/wiki/Brier_score. An
example of this kind of estimator can be found here: https://github.com/salesforce/TransmogrifAI/blob/master/core/src/main/scala/com/salesforce/op/evaluators/OpBinaryClassificationEvaluator.scala

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