EBM predict_proba calibration bug fixed.

interpretml · Jun 7, 2019 · ef59b17 · ef59b17
1 parent 0d50ad1
commit ef59b17
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Showing 2 changed files with 7 additions and 5 deletions.
diff --git a/src/python/interpret/glassbox/ebm/ebm.py b/src/python/interpret/glassbox/ebm/ebm.py
@@ -602,7 +602,8 @@ def __init__(
 
     def predict_proba(self, X):
         check_is_fitted(self, "has_fitted_")
-        return EBMUtils.classifier_predict_proba(X, self)
+        prob = EBMUtils.classifier_predict_proba(X, self)
+        return prob
 
     def predict(self, X):
         check_is_fitted(self, "has_fitted_")
@@ -1165,7 +1166,8 @@ def predict_proba(self, X):
         check_is_fitted(self, "has_fitted_")
         X, _, _, _ = unify_data(X, None, self.feature_names, self.feature_types)
         X = self.preprocessor_.transform(X)
-        return EBMUtils.classifier_predict_proba(X, self)
+        prob = EBMUtils.classifier_predict_proba(X, self)
+        return prob
 
     def predict(self, X):
         check_is_fitted(self, "has_fitted_")

diff --git a/src/python/interpret/glassbox/ebm/utils.py b/src/python/interpret/glassbox/ebm/utils.py
@@ -1,4 +1,5 @@
 # Copyright (c) 2019 Microsoft Corporation
+
 # Distributed under the MIT software license
 # TODO: Test EBMUtils
 
@@ -89,9 +90,8 @@ def classifier_predict_proba(X, estimator, skip_attr_set_idxs=[]):
         )
 
         # NOTE: Generalize predict when multiclass is supported.
-        log_odds_trans = np.c_[-log_odds_vector, log_odds_vector]
-        scores = expit(log_odds_trans)
-
+        prob = expit(log_odds_vector)
+        scores = np.vstack([1 - prob, prob]).T
         return scores
 
     @staticmethod