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Classifier Calibration: with application to threat scores in cybersecurity. (arXiv:2102.05143v3 [cs.LG] UPDATED)
April 29, 2022, 1:20 a.m. | Waleed A. Yousef, Issa Traore, William Briguglio
cs.CR updates on arXiv.org arxiv.org
This paper explores the calibration of a classifier output score in binary
classification problems. A calibrator is a function that maps the arbitrary
classifier score, of a testing observation, onto $[0,1]$ to provide an estimate
for the posterior probability of belonging to one of the two classes.
Calibration is important for two reasons; first, it provides a meaningful
score, that is the posterior probability; second, it puts the scores of
different classifiers on the same scale for comparable interpretation. The …
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