If you're doing a calibration plot, do you have to worry about class imbalance (probably - consider if all you have is the 0 class)? Can you correct for it? How do you correct for it?


Okay so I did a simulation to show what happens. I simulated a perfectly calibrated data set and then thinned the 1 class to be 9.5% of the entire dataset. This is the calibration plot.

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