> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Model Probability Calibration

> Calibrates model probabilities using Platt scaling or isotonic regression to ensure predicted probabilities match observed frequencies. Critical for regulatory models where accurate PD estimates are required. [Tier: ENTERPRISE, Credits: 10]



## OpenAPI

````yaml api-specs/ml.json post /quantlib/ml/credit/calibration
openapi: 3.1.0
info:
  title: FinceptQuantLib API - ML
  description: >-
    Machine Learning and Credit Risk module endpoints for FinceptQuantLib API.
    Pro Tier access required (5 credits per request). Covers credit scoring,
    model validation, regression models, clustering, anomaly detection, feature
    engineering, and preprocessing.
  version: 3.0.0
  contact:
    name: Fincept API Support
    url: https://fincept.in
servers:
  - url: https://api.fincept.in
    description: Fincept API Production Server
security:
  - APIKeyHeader: []
tags:
  - name: quantlib-ml
    description: Machine Learning and Credit Risk Analytics
    x-displayName: ML
paths:
  /quantlib/ml/credit/calibration:
    post:
      tags:
        - quantlib-ml
      summary: Model Probability Calibration
      description: >-
        Calibrates model probabilities using Platt scaling or isotonic
        regression to ensure predicted probabilities match observed frequencies.
        Critical for regulatory models where accurate PD estimates are required.
        [Tier: ENTERPRISE, Credits: 10]
      operationId: model_calibration
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              required:
                - y_true
                - y_score
              properties:
                y_true:
                  type: array
                  description: True binary labels
                  items:
                    type: integer
                    enum:
                      - 0
                      - 1
                  example:
                    - 0
                    - 0
                    - 1
                    - 1
                    - 0
                    - 1
                y_score:
                  type: array
                  description: Uncalibrated predicted probabilities
                  items:
                    type: number
                  example:
                    - 0.15
                    - 0.25
                    - 0.75
                    - 0.85
                    - 0.2
                    - 0.8
                method:
                  type: string
                  description: Calibration method
                  enum:
                    - platt
                    - isotonic
                  default: platt
                  example: platt
      responses:
        '200':
          description: Calibrated probabilities
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: true
                  data:
                    type: object
                    properties:
                      calibrated_probabilities:
                        type: array
                        items:
                          type: number
                        description: Calibrated probability estimates
                        example:
                          - 0.12
                          - 0.21
                          - 0.78
                          - 0.89
                          - 0.18
                          - 0.82
                      method:
                        type: string
                        example: platt
        '401':
          $ref: '#/components/responses/UnauthorizedError'
        '402':
          $ref: '#/components/responses/InsufficientCreditsError'
        '422':
          $ref: '#/components/responses/ValidationError'
components:
  responses:
    UnauthorizedError:
      description: Authentication information is missing or invalid
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: string
                example: Invalid API key
    InsufficientCreditsError:
      description: Insufficient credits for this operation
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: string
                example: Insufficient credits. This endpoint requires 5 credits.
    ValidationError:
      description: Request validation error
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: array
                items:
                  type: object
                  properties:
                    loc:
                      type: array
                      items:
                        type: string
                    msg:
                      type: string
                    type:
                      type: string
  securitySchemes:
    APIKeyHeader:
      type: apiKey
      in: header
      name: X-API-Key
      description: >-
        API key for authentication. Get your key at
        https://api.fincept.in/auth/register

````