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Implement beta calibration #25552

@e-pet

Description

@e-pet

Describe the workflow you want to enable

It would be nice to implement beta calibration as an additional option in CalibratedClassifierCV.

Describe your proposed solution

Use the implementation provided in https://github.com/betacal/python (MIT license).

Describe alternatives you've considered, if relevant

No response

Additional context

Beta calibration seems like a generally superior alternative to logistic / Platt calibration. See here for further details, paper references, etc.: https://betacal.github.io/ It was proposed in 2017 in two papers by Meelis Kull, Telmo de Menezes e Silva Filho and Peter Flach.

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