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Implement beta calibration #25552
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Needs Decision - Include FeatureRequires decision regarding including featureRequires decision regarding including featureNew Featuremodule:calibration
Description
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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Needs Decision - Include FeatureRequires decision regarding including featureRequires decision regarding including featureNew Featuremodule:calibration