tidymodels / tidymodels/workflows

Retain calibration data

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feature
Dominant language
R
Stars
211
Forks
26
Avg merge
1h 58m
Merged PRs (30d)
1

Description

add_calibration_data() would solve the problems of

  • Having the calibration data being peeled off of the training/analysis set
  • Users are unable to use a static calibration set.
  • More reproducible workflows (see tidymodels/tune#1038) and easier debugging.
  • Enable more advanced postprocessors for different cases (forecasting, applicability domains, etc.)

When using add_calibration_data(), a tibble that conforms to the training set mold is required.

The calibration set would be stored in worflow$pre$calibration (similar to case weights).

When fit.workflow() or .fit_post() are called, they first preprocess the calibration set (if any), make predictions, and pass those predictions* to the calibrator.

*I believe that we should also have a way to pass in the molded calibration set for the trailer adjustments. We have 2-3 cases where those are required.

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Research direction

Start by reading the proposed add_calibration_data() entry point and the fit.workflow() and .fit_post() call paths. Trace how workflow$pre currently stores case weights and how a training-set mold is represented. Done should include a decided design for retaining, preprocessing, and passing calibration data to calibrators, including molded data needed for trailer adjustments.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
tooling
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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