vennabers - Venn-Abers Classification and Regression Calibration
Calibrates the predictions of classification and
regression models with Venn-Abers predictors. A Venn-Abers
predictor turns the score of any model into a pair of
probabilities that contains a calibrated value when the
observations are independent and identically distributed (Vovk
and Petej, 2014, <doi:10.48550/arXiv.1211.0025>); Inductive and
Cross Venn-Abers predictors make this practical for large data
sets (Vovk, Petej and Fedorova, 2015,
<doi:10.48550/arXiv.1511.00213>). The package serves analysts
and researchers who need calibrated probabilities or prediction
bounds for binary classification, multiclass classification by
one-vs-one coupling (Manokhin, 2017,
<https://proceedings.mlr.press/v60/manokhin17a.html>) or
one-vs-rest, and regression (Petej and Vovk, 2026,
<doi:10.48550/arXiv.2605.06646>). Predictions of an existing
model can be calibrated directly, or optional 'tidymodels'
workflows fit the model, create the calibration splits and tune
the complete procedure. Diagnostics include the Brier score,
log loss, plots of fitted calibration maps and reliability
diagrams with the CORP (consistent, optimally binned,
reproducible and pool-adjacent-violators based) method of
Dimitriadis, Gneiting and Jordan (2021)
<doi:10.1073/pnas.2016191118>.