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Platt Scaling use in Multiclass Problems

  • The main purpose of calibration is to ensure that the model’s predicted probabilities should be consistent in real-life events.
  • Platt Scaling is a technique that is used to map logits to probabilities by using the sigmoid function.
  • Platt Scaling works well for binary classes, but when dealing with multi-class problems, One-vs-Rest(OvR) is applied to squash the multi-class problem to a binary class problem.
  • The CalibratedClassifierCV method is used for Platt scaling, which helps provide calibrated probabilities for each class, making predictions more reliable and confident.

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