Expand description
Platt scaling (binary) and vector scaling (multiclass) output calibration, fit on
out-of-fold probabilities (see oof.rs). The wrapper fits these via scipy.optimize.minimize
(L-BFGS-B) on a regularized negative-log-likelihood; this ports the same objective but
optimizes it with an in-house box-constrained coordinate descent (golden-section line search
per coordinate) — expect looser numerical agreement than the always-on ensembling path, which
matches the real optimizer’s exact trajectory less closely by construction.