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plot figure of merit value with uncertainty #26

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anaderi opened this issue Nov 11, 2017 · 1 comment
Open

plot figure of merit value with uncertainty #26

anaderi opened this issue Nov 11, 2017 · 1 comment

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@anaderi
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anaderi commented Nov 11, 2017

after the best model is applied to the holdout (test) sample, one can split the holdout in N folds and compute figure of merit on each of them and plot the mean +/- standard deviation at the comparison figure.

@anaderi
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anaderi commented Nov 11, 2017

fminkin pushed a commit to fminkin/modelgym that referenced this issue Nov 14, 2017
Introduced custom metrics evaluation pipeline,
gathering statistics pipeline.
Added error bars to plots based on gathered statistics.
Fixed bug with random forest.
Added predict_proba method and its realization to models.

Introduced Report class to view info and compare models.
Added heatmap to Report to example.ipynb (only for tuned models).
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