Balance and Calibration of Probabilistic Scores: From GLM to Machine Learning

Tomorrow, I will give a talk on “Balance and Calibration of Probabilistic Scores:“” From GLM to Machine Learning” at Singapore campus – ESSEC Asia-Pacific. The abstract is This study evaluates binary classifier performance with a focus on calibration, which is often overlooked by traditional metrics like accuracy. In high-stakes domains such as finance and healthcare, well-calibrated probabilities are crucial. We highlight the limitations of standard calibration metrics, particularly under score distortions and heterogeneous distributions. To address this, we …