Initial CRAN release.
venn_abers() fits an Inductive Venn-Abers predictor to
calibration probabilities and labels from any binary model;
cross_venn_abers() combines the predictors of matched
cross-fitted models. predict() returns the lower and upper
Venn-Abers probabilities, a regularized probability chosen by log loss
or Brier score, and class decisions. Calibration probabilities can be
rounded with precision.brier_score(), log_loss() and
calibration_plot() assess held-out predictions.venn_abers() and cross_venn_abers() accept
factor truth and named probability matrices, with one-vs-one coupling
(default) or one-vs-rest normalization. Class diagnostics are
reconstructible from the stored binary subproblems.venn_abers_one_hot() represents existing class
decisions as a 0/1 matrix.venn_abers_regression() and
cross_venn_abers_regression() calibrate real-valued
predictions into a point with lower and upper bounds in target units,
with moderation set by m or epsilon.calibrated_workflow() trains a model and its Venn-Abers
calibrator together: Inductive or Cross, binary, shared one-vs-one or
one-vs-rest, pairwise one-vs-one and regression. Calibration splits are
created locally (calibration_prop, or independent
training_size and calibration_size), or given
explicitly through local_calibration_splits().
prediction_model = "full" refits the model on all local
rows while keeping the held-out calibrators.calibrate_workflow() adds a calibrator to an already
fitted workflow without refitting it.model_adapter() turns your own fit and predict
functions into a model for workflows. venn_abers_schema(),
venn_abers_encode() and venn_abers_decode()
keep original column names and class order.
venn_abers_details() returns bounds, fold identities and
source-model diagnostics.calibrated_workflow() specifications can be assessed by
native outer resampling with tune::fit_resamples() and
tune::last_fit().calibrated_workflow(tuning = ...) selects model, recipe
and calibration parameters by Grid or Bayes search, jointly or in two
stages, inside each local fit. venn_abers_tuning() returns
the stored search diagnostics.calibrated_workflow(postprocessing = ...) learns a
postprocessor on rows of its own before the Venn-Abers calibrator:
Sigmoid (Platt) scaling, Tailor logistic, multinomial or linear
calibration, or numeric isotonic regression, as a single holdout or an
inner ensemble.plot() methods draw the fitted calibration map or the
Venn-Abers width of manual calibrators and workflow fits.corp_plot() draws CORP reliability diagrams with
resampling bands, corp_decomposition_plot() splits the
Brier score into miscalibration, discrimination and uncertainty, and
regression_plot() shows held-out regression predictions.
All graphics use base R.browseVignettes("vennabers")).citation("vennabers") lists the package and the method
papers.help(package = "vennabers"), their arguments and defaults,
and the output formats their help pages document stay compatible
throughout 1.x. Incompatible changes wait for 2.0.0; new options keep
the previous behavior unless enabled explicitly. Documented bug fixes
may still change numerical results, and NEWS names each one.fit_vennabers(),
fit_vennabers_proxy() and
predict_vennabers_*() are exported only for model
registration; use calibrated_workflow() instead.tools/NEWS-development.md in the source repository.