30_OOF予測値によるIsotonic Regression:予測の「歪み」を正し、モデルに実戦的な信頼性を宿す手法 (English)
30_Isotonic Regression using OOF Predictions: Correcting Prediction “Distortion” and Infusing Models with Practical Reliability In machine learning projects—particularly in Kaggle-style competitions or domains like horse racing and finance where “probabilistic accuracy” directly translates to profit or risk—there is a wall that every practitioner inevitably hits after chasing evaluation metrics like RMSE or LogLoss. That wall is “Model Calibration.” If a model predicts an event has an 80% probability of occurring, but it actually only happens 60% of the time, this discrepancy becomes a fatal flaw in business decision-making. No matter how impressive the score, if the “scale” of the predicted values diverges from reality, the model cannot be considered battle-ready for real-world applications. ...