Probability calibration

[Krzys25]

Hello!

Would you be interested in getting a contribution for probability calibration plots?

Similar functionality exists, e.g., as sklearn.calibrations CalibrationDisplay or a different approach can be found here.

An implementation within interpret could be relatively simple (similar to interpret.perf.ROC re-using the core metrics calculation from sklearn) but with a consistent plotting feel and style.

Please let me know if that sounds useful.

[paulbkoch]

Hi @Krzys25 - That does sound useful, and it would be great if you wanted to submit a PR with this visualization!