Venn-Abers Classification and Regression Calibration
Calibrates the predictions of classification and regression
models with Venn-Abers predictors. A Venn-Abers predictor turns the
score of any model into a pair of probabilities that contains a
calibrated value when the observations are independent and identically
distributed (Vovk and Petej, 2014, );
Inductive and Cross Venn-Abers predictors make this practical for large
data sets (Vovk, Petej and Fedorova, 2015,
). The package serves analysts and
researchers who need calibrated probabilities or prediction bounds for
binary classification, multiclass classification by one-vs-one coupling
(Manokhin, 2017, < https://proceedings.mlr.press/v60/manokhin17a.html>)
or one-vs-rest, and regression (Petej and Vovk, 2026,
). Predictions of an existing model can
be calibrated directly, or optional 'tidymodels' workflows fit the
model, create the calibration splits and tune the complete procedure.
Diagnostics include the Brier score, log loss, plots of fitted
calibration maps and reliability diagrams with the CORP (consistent,
optimally binned, reproducible and pool-adjacent-violators based) method
of Dimitriadis, Gneiting and Jordan (2021) .