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True versus predicted probabilities for simulation scenario 6. RF: random forest built on model‐building data; RF + LogReg: RF translated to logistic regression models; RF + LogReg + Cal: RF + LogReg updated using re‐calibration; RF + CalElkan: probabilities from RF updated using Elkan's method; RF onCalData: random forest built on cal‐training data; LogReg + Cal: logistic regression fitted using model‐building data and updated using re‐calibration.
