performacne evaluation

Calibration in Binary outcomes

Definition Calibration describs the agreement between observed outcomes and predictions. The most common definition of calibration is that if we observe p% risk among patients with a predicted risk of p%.

Nested Cross Validation

Original paper Varma, S., Simon, R. Bias in error estimation when using cross-validation for model selection. BMC Bioinformatics 7, 91 (2006). Background Cross-validation (CV) is an effective method for estimating the prediction error of a classifier.