Spline-based Regression Models for Probability Calibration
scikit-learn compatible
pip install splinator
Coming (Link to medium blog and arxiv PDF)
alpha version in active development. the stable release is expected to arrive by the end of 2022
The dependencies are managed by poetry
To run tests, run poetry run pytest splinator/tests
from splinator.estimators import LinearSplineLogisticRegression
import numpy as np
# random synthetic dataset
n_samples = 100
rng = np.random.RandomState(0)
X = rng.normal(loc=100, size=(n_samples, 2))
y = np.random.randint(2, size=n_samples)
lslr = LinearSplineLogisticRegression(n_knots=10)
lslr.fit(X, y)