# Tagged Questions

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28 views

### Ranking / Scoring: How to combine two classifiers into a single score?

Goal My goal is to build a ranking system based on three classes A, B and C. For the sake of the discussion, let say I am working with data about customers and their purchasing power. In my training ...
9 views

### Which methods are used to define scoring bands when constructing a scorecard

I've constructed a credit scoring model using logistic regression. The range of scores go from 0 to 1000 (0 being very good and 1,000 being very bad). Now I'm designing the final score report and in ...
34 views

### How can I make Elo ranking system more diversified?

As far as I know, Elo ranking system generates points between 100-2800 generally. However lets say we have 1,000,000 players. Now this range of points is too small. Many players would get the same ...
28 views

### Using likelihood to compare model accuracy on two different data sets

I have a model that produces conditional probabilities, $p(Y|X)$, where $Y$ is either 0 or 1, and $X$ is just some random variable. I have two different data sets $Z_1, Z_2$ consisting of pairs of ...
22 views

### Compute probability from distance-score

I compute Euclidian distances between a point I want to analyze and a set of points I have. I want to sort my points by descreasing "similarity". I used to compute a "score" by inverting the distance ...
10 views

### Proper Method to Add weights to variables

Given a dataset with different fields of criteria, all coded as 1 or 0, and also with a target which can take a value of 1 or 0, how can I create weights into the fields. In a banking example, let say ...
20 views

### Developing a scoring method for groups of devices

I am hoping some of you smart statisticians can help me with a problem I am trying to solve. I am trying to build a model that will create a “Score” for sets or groups of devices that exist within ...
13 views

### How to assign scores

I have 3 categories of responses (A, B and C)for a survey question. I want to give a score of 5 (to A), 10 (to B) and 15 (to C) respectively according to the importance that i attach to them. What is ...
11 views

### Find performance of each group without penalise small groups

I have a table with the following data: UserId, TotalPoints, GroupId I try to find a formula to calculate the performance of each group in the above table. I ...
17 views

### Budget scoring algorithm

I'm working on a free budgeting app that needs to calculate a few summary scores on the data entered. This is for personal budgeting so no need for enterprise size complexity. I have not done any ...
34 views

### How to calculate influence of variables at ROW LEVEL?

There are several algorithms which give relative importance of variables at OVERALL Model level. But the most influencing variable might not be the reason why a particular row might get higher or ...
40 views

### How to scale two models build for two different parts of the same data set the way I can bind the predictions and use them as one final model?

I have a big data set where two models have been built. Every model is used to make predictions of some part of the data, but I want to measure how the two models combined are working in the whole ...
21 views

### Using R to calibrate model probabilities back to the full US population after down sampling

I am using the survey package and my model is: ...
18 views

### Score combination: “additive” averaging?

I'm computing multiple scores for a given person, on a range from 0 to 100. I'd like to compute an overall score per person, with the catch that both the total number of scores and the total amount ...
23 views

### Logistic regression - 2 models don't improve KS instead of one

I am trying to order by probability of buying insurance a group of clients. Since there are new clients, the variables that I'm using might be ruined if I use them in the training set. First I ...
43 views

### Judgement score regularization problem

Consider the scenario where M performances (eg. singing contest) are being judged by N judges. Each judge awards a score S(m,n) to each performance on a scale of one to one-hundred. The problem ...
20 views

### Does this type of diagram showing conditional mean have a name?

I'm trying to show the skill of a prediction $\hat{Y}$ relative to a true value $Y$ beyond simple statistics like MSE or $r^2$. I usually like looking at the scatter plot of $\hat{Y}$ vs $Y$ but in ...
1k views

### Probability of a team scoring a goal?

I am trying to work out the probability of teams scoring a goal in a football match. Obviously there are many factors to consider, and the probability is impossible to predict correctly as there are ...
31 views

### taking decisions: how to combine scores from different systems?

I have several completely different software components that are producing scores for certain candidate solutions. Now, setting aside the technical details of what is the problem that I want to solve ...
225 views

### Why the Brier Score's better when probabilities are estimated through PAVA instead of Platt Scaling?

I've been studying (and applying) SVMs for some time now, mostly through kernlab in R. ...
116 views

### Improving quality of logistic regression estimation

I'm working on a credit scoring model (logistic regression), and I have divided my dataset (5082 obs with 580 negatives) in two samples: 75% training set and 25% test set. The result of the estimation ...
64 views

### What is the prediction equation for penalized logistic regression?

I have used penalized logistic regression (R package logistf) to predict probability of a rare event. 0.12% is the event rate i.e., only 35 occurrence of event in ...
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### Is the “angle=arccos(spherical)” scoring rule strictly proper?

The Spherical scoring rule is known to be strictly proper. However, it is not very intuitive. It's arccos, however, is the angle between the prediction ...
177 views

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### What data mining/machine learning approach to use for a scoring model?

Suppose I have a large data set with lots of features(attributes). And I'm tasked to build some kind of scoring model to rank certain objects with all these features. How do I go about doing this? ...
285 views

### Intelligence Squared Scoring and Winner Determination

There is an NPR podcast called Intelligence Squared. Each episode is a broadcasting of a live debate on some contentious statement such as "The 2nd amendment is no longer relevant" or "Affirmative ...
65 views

### Algorithm for scoring co-varying traits

I am sure this has been done, but I can't find quite the right approach. EDIT: Trying to explain better. The rows of colored boxes below are columns of molecular sequence data -- positions in a ...
120 views

### Relation between Scoring rule and Loss function in Parameter estimation and model selection?

Initially, I had only heard of MLE and use it for almost everything, e.g. point estimate and model selection (with some penalty). Then, MSE appeared, which seems to play the same role as MLE does. I ...
44 views

### Creating a model to interpret numerical scores

Good morning/afternoon everyone, first of all thanks to all of you for the valuable insights provided. I will be oulining here my current challenge, trying to provide as much detail as possible. ...
24 views

### Is there a reason to score on subsets of your data?

If you're training a model using cross validation on one set of data, and then you're scoring that model on a separate set of data, is it advised to score, say, 1000 times on subsets of your data? ...
644 views

### Random forest “certainty / likelihood score” - how to score records in RF mode in R?

My question is similar to this link Creating a "certainty score" from the votes in random forests? I am trying to build a random forest for a binary response (1 & 0). Let's say we have ...
64 views

### How to get an “averaged” score?

Assume a game wherein a character's "power" is made up of several factors, like speed, weight, body build, etc. And let's say that each of these factors were scored 0, 1, 2 wherein 0 means average, 1 ...
433 views

### Cluster many thousands observations (mixed variable types). Cluster subsample and then classify the rest observations?

I'm trying to run a cluster analysis on a large dataset (70k+ observations to cluster) with mixed variables (numeric, ordinal, binary and nominal). I don't think I can create the distance matrix using ...
90 views

### Deploying survival model for production

I've recently built a survival model with time-varying covariates (assuming equal time periods) using R and I am now in the process of putting this into Oracle for production using just the ...
254 views

### Scoring predictions of an ordinal variable

I read about using scoring rules to evaluate the performance of predictive models. In the Wikipedia article about the Brier score, it is stated: The Brier score is appropriate for binary and ...
48 views

### Correcting a DNA scoring algorithm for scanned sequence length (consensus binding site)

In this paper, the authors present a scoring algorithm for potential transcription factor binding sites, based on the position-specific probability matrix (PSPM) for that particular transcription ...
3k views

### Logistic regression: Fisher's scoring iterations do not match the selected iterations in glm

it happened to me that in a logistic regression in R with glm the Fisher scoring iterations in the output are less than the iterations selected with the argument <...