R package: imbCalib

imbCalib intends to calibrate probabilities under the imbalanced dataset scenario. The method implemented in this package was proposed by Wallace and Dahabreh (2014), and it used bagged undersampled idea. Check the paper and my package for more details.

Vignette: Getting started with imbCalib

Github link

Helpful Resources to understand probability calibration

The Basics of Classifier Evaluation: Part 2

How to Calibrate Probabilities for Imbalanced Classification

Calibration of probabilities for tree-based models