Probability calibration with scikit-learn

As a follow-up of my previous post on reliability diagrams, I have worked jointly with Alexandre Gramfort, Mathieu Blondel and Balazs Kegl (with reviews by the whole team, in particular Olivier Grisel) on adding probability calibration and reliability diagrams to scikit-learn. Those have been added in the recent 0.16 release of scikit-learn as CalibratedClassifierCV and calibration_curve.

This post contains an interactive version of the documentation in the form of an IPython notebook; parts of the text/code are thus due to my coauthors.