scikit 0.15 classifiers without predict_proba

Question

In scikit some classifiers do not implement the "predict_proba" function.

While I understand that some classifiers do not predict probabilities, I would expect that there is always a confidence factor in a the prediction of a classifier.

I would like to know how to have something equivalent of predict_proba Perceptron model (scikit 0.15). Is there such a thing?

(I think there was predict_proba for older versions of scikit but there is not one in the version I need to use)

Answer 1

Some binary classifiers have uncalibrated decision_function method that yields positive or negative values and a threshold at zero. It is possible to use that and compute a calibrated probability estimate of correct classification, see this on-going pull request for instance:

https://github.com/scikit-learn/scikit-learn/pull/1176