79 questions linked to/from Reduce Classification Probability Threshold
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### xgboost prediction threshold [duplicate]

I am trying to classify the data set "Insurance Company Benchmark (COIL 2000) Data Set" which can be found in Dataset. I am using XGBoost in R (I am new to XGBoost algorithm) for the classification ...
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### Adjust thresholds in multi-class classification [duplicate]

I have trained a random forest classifier on a (highly-imbalanced) 3-class problem (A 1% of the data, B 96%, C 3%) and obtained probabilities for each of the three classes. Currently I assign an ...
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### Logistic regression and classification: Adjusting or removing decision boundaries [duplicate]

I'm taking Andrew Ng's Machine Learning Course. In the lesson on classification algorithms, he presents the logit function ($\frac{1}{1+e^{-x}}$) and the way it converts parameterized functions to ...
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### AUC ROC Threshold Setting in heavy imbalance [duplicate]

I am doing binary logistic regression on a dataset with very heavy class imbalance. Class 1 is only 1% of data. When I train logistic regressor without class weights I get ROC AUC Score of 0.6269. ...
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### How can we best utilize the knowledge of P(y=1) in classification? [duplicate]

Premise I saw an interesting example of a machine learning logistic classifier for modeling/predicting sentiment for customer reviews. One of the first things in the example was a note on ...
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### In what step should I try to find a best thread cut-off point for binary classification? [duplicate]

I am working on an imbalanced binary classification and wondering in what step I should find the best optimal threshold cut-off point. When I tried classifying the dataset with the normal probability ...
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### Why is accuracy not the best measure for assessing classification models?

This is a general question that was asked indirectly multiple times in here, but it lacks a single authoritative answer. It would be great to have a detailed answer to this for the reference. ...
36k views

### What is the difference between prediction and inference?

I'm reading through "An Introduction to Statistical Learning" . In chapter 2, they discuss the reason for estimating a function $f$. 2.1.1 Why Estimate $f$? There are two main reasons we ...
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### Philosophical question on logistic regression: why isn't the optimal threshold value trained?

Usually in logistic regression, we fit a model and get some predictions on the training set. We then cross-validate on those training predictions (something like here) and decide the optimal threshold ...
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### What is F1 Optimal Threshold? How to calculate it?

I've used h2o.glm() function in R which gives a contingency table in the result along with other statistics. The contingency table is headed "Cross Tab based on F1 Optimal Threshold" Wikipedia ...
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### Is decision threshold a hyperparameter in logistic regression?

Predicted classes from (binary) logistic regression are determined by using a threshold on the class membership probabilities generated by the model. As I understand it, typically 0.5 is used by ...
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### Is accuracy an improper scoring rule in a binary classification setting?

I have recently been learning about proper scoring rules for probabilistic classifiers. Several threads on this website have made a point of emphasizing that accuracy is an improper scoring rule and ...
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### Example when using accuracy as an outcome measure will lead to a wrong conclusion

I am looking into various performance measures for predictive models. A lot was written about problems of using accuracy, instead of something more continuous to evaluate model performance. Frank ...