[MRG] Add decision threshold calibration wrapper#10117

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PGryllos wants to merge 110 commits intoscikit-learn:mainfrom

PGryllos:feat/8614_add_threshold_calibration_wrapper

Commits on Nov 12, 2017

add rough implementation of threshold calibrator
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fit base estimator after calibration
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Commits on Nov 19, 2017

add rough implementation of threshold calibrator
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fit base estimator after calibration
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Commits on Dec 17, 2017

change name to OptimalCutoffClassifier
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support arbitrary target values
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add methods max_sp and max_se
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Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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Merge branch 'feat/8614_add_threshold_calibration_wrapper' of github.com:PGryllos/scikit-learn into feat/8614_add_threshold_calibration_wrapper
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Commits on Dec 22, 2017

rename to CutoffClassifier
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rename sensitivity / specificity to tpr / tnr
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Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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remove attribute set in __init__
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remove target check for binary values
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fix pep8
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Commits on Dec 23, 2017

fix input to label encoder
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use LinearSVC if base estimator not provided
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add check_is_fitted check
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add input validation checks
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Not allow None base estimator
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readd target validation check for binary values
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add trailing underscores to attributes
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Commits on Dec 26, 2017

make cutoffclassifier meta
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Commits on Dec 27, 2017

fix pep8
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Commits on Jan 7, 2018

fix docstring
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add value validation for min_val_tpr and min_val_tnr
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Commits on Jan 8, 2018

add test for cutoff classifier
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fix inverse transforming of predictions
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extend cutoff_prefit test
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ignore warning from train_test_split
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add cutoff cv test
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Commits on Jan 12, 2018

change affiliation
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Commits on Jan 15, 2018

add citation
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fix docstring
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Commits on Jan 17, 2018

re-fix affiliation
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add example for roc decision threshold calibration method
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fix flake8
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Commits on Jan 28, 2018

update plot title
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add decision threshold calibration example on breast cancer dataset
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Commits on Jan 30, 2018

fix docstring
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rename min_val_tpr/tnr to min_tpr/tnr
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Merge branch 'master' of github.com:scikit-learn/scikit-learn into feat/8614_add_threshold_calibration_wrapper
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Commits on Feb 12, 2018

update example doc
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rm redundant example
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remove @ignore_warning from tests
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simplify min distance point calculation
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Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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add docstring for predict
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remove unused import
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Commits on Feb 16, 2018

move validation in the beginning of fit
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Commits on Feb 17, 2018

enable cutoff point estimation on decision_function
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fix docstring
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make naming consistent
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fix flake8
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Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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fix lgtm
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Commits on Feb 18, 2018

extend validation checks for scoring param
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fix docstring
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change signature of _get_binary_score to be consistent
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Commits on Mar 18, 2018

Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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fix docstring
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rename threshold_ to decision_threshold_
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replace params min_tnr, min_tpr with param threshold
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fix example
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Commits on Apr 8, 2018

add support for f_beta
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update docstring
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Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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Commits on Apr 29, 2018

update example
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fix docstring
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add user guide
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Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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fix doc
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fix example image
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fix doc example
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fix image
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fix example
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Commits on Apr 30, 2018

improve docs and example
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rename scoring param to strategy
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change order of parameters
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use positional args
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avoid backslash
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use np.mean instead of sum / n
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fix flake
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remove backslash
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fix beta check
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extend fbeta asserts
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Commits on May 1, 2018

fix negative label case
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use string formatting
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get rid of backslashes
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update docstrings
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minor update in error handlings
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add standard deviation as diagnostic
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dump commit to re-trigger build
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fix docs
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Commits on May 2, 2018

update docs & example & rename param
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fix typo
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fix doctest
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Commits on May 10, 2018

fix typo
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fix docstring
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check decision threshold and std
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replace assert helpers
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update docstring
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add classes_
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make std None in prefit case
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test for std not None
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Commits on Oct 7, 2018

Merge branch 'master' into feat/8614_add_threshold_calibration_wrapper
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use test_size in train_test_split
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Commits on Oct 8, 2018

change solver to liblinear
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remove unused import
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fix n_estimators for RF
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