# Questions tagged [threshold]

Used (1) for discrete classification (if an instance's predicted probability exceeds a threshold, classify as TRUE, otherwise FALSE), or (2) for discretizing/binning continuous data. *If you are tempted to use this tag, PLEASE read the tag wiki!*

184 questions
Filter by
Sorted by
Tagged with
28 views

### AUC ROC and Varying Thresholds?

I understand that the ROC curve will plot the sensitivity vs FPR for varying thresholds. For my SVM ML model, I desire a good sensitivity score so I have decreased the threshold to make a positive ...
31 views

### Anomaly detection using Mahalanobis distance

I am using Mahalanobis distance to identify outliers. I am training using kind of one class classification,by training only on positive samples and trying to predict negative samples using distance ...
29 views

### P-values for sensitivity/specificity when only improvement is possible

Imagine two diagnostic tests in a single population at risk of the disease, one of which is always "more strict" than the other, meaning that if test 1 is positive, test 2 will be positive ...
52 views

### How can proper scoring rules optimize the probabilistic prediction compared to improper scoring rules?

I understand the fundamentals in the decision theory about accuracy being an improper scoring rule compared to other proper scoring rules like ...
43 views

### Set proper threshold for binary prediction in ElasticNet

I have long been struggling with setting a valid threshold t for predicting my binary logistic model and hereafter evaluate how well it performs (see code below). I ...
45 views

98 views

### How to define a threshold based on box-plot

I have a set of ordered number list as follows. 25789, 20500, 18888, 15000, 13200, ...., 118, 8, 1, 0 In my dataset most of the values are in the range of (1000-...
119 views

### In elbow curve how to find the point from where the curve starts to rise? [closed]

I am computing a distance on my data. The result is then being sorted in ascending order. The samples having distance more than a specific threshold are to be marked as outliers and will be discarded. ...
51 views

### Optimal Threshold On Single Input

Suppose we have a sensor that measures "how red" an object is. Using this single input, we would like to classify whether or not the object is round. We have a data set comprised of tuples where the ...
2k views

### How to determine the optimal threshold to achieve the highest accuracy

I have a list of probabilities outputted by a classifier on a balanced dataset. The metric I want to maximize is accuracy ($\frac{TP+TN}{P+N}$). Is there a way to calculate the best threshold (without ...
26 views

### Measuring the effect of a variable across a threshold

Within my data I am trying to assess whether the response variable increases as we move across different thresholds. The difficulty is that the response variable also increases exponentially as a ...
434 views

### Precision/Recall against threshold curve not useful in improving model performance

I am doing fraud detection (binary classification) on an unbalanced credit dataset, using SVM. My current precision is 5% while recall is 90%. (I am using undersampling to train and test a model from ...
76 views

### MCMC in Gibbs: Threshold Multivariate Linear Regression [closed]

I have a problem regarding what I expected to be a rather straightforward modelling approach: I want to investigate multivariate linear regression parameters and a thresholding parameter which defines ...
68 views

### Does the threshold value of a logistic regression hypothesis has an effect on the accuracy?

It is true that the threshold value of a logistic regression hypothesis has an effect on the Precision/Recall metrics. Suppose you have trained a logistic regression classifier which is outputting \$...
819 views

### How to implement thresholded softmax in Keras?

I would like to implement a threshold after the final softmax layer in a Keras-built classification problem so that class assignments with probability below some threshold alpha are disregarded (i.e. ...
2k views

### 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 ...
43 views

### What is the difference between finding the threshold and training a binary classifier?

I have 1-D data: the output of a Cosine similarity (COS) distance between two features. The data is bounded by [-1,1]. When I just try to find the optimum threshold for class labels - I get an ...