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Improving API documentation for CalibratedClassifierCV #15133
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Description
Description
When reading the API documentation of CalibratedClassifierCV I had a hard time understanding how it works and how to properly use it without actually looking at the code.
The main reasons were:
- that the suffix CV made me think (as in other cross-validation estimators) cross-validation is used to either evaluate a metric or tune hyperparameters, while
in this case it is used to create multiple calibrated classifiers whose predictions are then averaged for prediction. - the lack of examples in the API doc demonstrating the two completely different use cases, depending on cv='prefit', which actually made the CV suffix even more confusing for me.
See also this question on stackoverflow.
I think documentation could be changed to make it easier to understand.
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