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Extra_Intro_Version t1_j0lduaf wrote

IIRC, CP extends Platt.

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vwings t1_j0ljgfr wrote

That's what the CP guys say. :)

I would even say that Platt generalizes CP. Whereas CP focuses on the empirical distribution of prediction score only around a particular location at the tails, e.g. at confidence level 5%, Platt scaling tries to mold the whole empirical distribution into calibrated probabilities -- thus Platt considers the whole range of the distr of scores.

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