i am using scale pos weight on an imbalanced dataset. I am trying to optimize the brier score since obtaining well calibrated probabilites is important to me. however i find that wuthout using calibration (e.g. isotonic) my uncalibrated calibration curve is not very well calibrated. i have read online that adding scale_pos_weight could be distorting my results… but why is this? what is the mathematical basis.

also when i plot the kde of my isotonic probabilities, it is not smooth… what could i be doing wrong?