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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!*

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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. ...
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5 views

Placebo Thresholds in a Fuzzy Regression Discontinuity Design

Matsudaira (2008) used test scores to evaluate the impact of summer school attendance on students' performance. In this system, a student that scored less than an arbitrary grade was more likely to be ...
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15 views

How to find a threshold based on overlapping the histograms of two classes?

I want to perform thresholding to post-process the test data. I averaged the pixel intensity histograms of normal and abnormal cell images (grayscale, 8-bit, 256 * 256 images), overlapped them to ...
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5answers
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 ...
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33 views

Threshold variable: Stationary?

Say I have an Logistic Smooth transition model (or even a "TAR" model): \begin{equation} \tilde{y}_{t}=x_{t}^{\prime }\beta _{1}(1-{g}(z_{t};\gamma ,\delta ))+x_{t}^{\prime }\beta _{2}{g}(z_{t};\gamma ...
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20 views

Justification for LST model

Let’s say I have a linear model specification but I believe that a logistic smooth transition model would be better. Is there any evidence I can take from the linear model that would point me in ...
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0answers
15 views

Multiclass classifier with undefined prediction, how to calculate metrices

I build a multiclass classifier. I want the classifier to predict a few samples with little false positives, rather then many samples with lots of false positives. Therefore I want to choose a ...
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0answers
7 views

Help inference results of a threshold regression model with multiple threshold variable

Just ran the package pdR, but i am having problems interpreting the results. Do i only check the p-values to validate results? what else do i have to look at? Output[[1]] #Formatted output of 1st ...
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22 views

Can I use logistic regression to calculate the optimal classification threshold between two class based on a single contiguous variable

I have a single contiguous variable, x, and there is two possible classes/labels y for n observations. I need to build a simple binary classifier with a threshold on x so that the number of ...
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0answers
20 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 ...
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1answer
66 views

Learn threshold for multi-label classification

I have a multi-label problem which I'm tackling with a NN. To get the multi-label scores, I use a tanh on the last layers (as suggested in the literature), and then selecting the ones corresponding to ...
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0answers
38 views

ROC curve for comparing probability of default models

I'm trying to compare two different probability of default models together by roc curve.I calculated the PD for 8 company by two different models.I know about the basic of roc curve and i can ...
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1answer
225 views

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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0answers
23 views

Techniques for data thresholding

I had a query regarding one of the problems I am trying to solve. I have a few things in mind and would love if you could suggest and/ or point me in the right direction. Problem Statement - I have a ...
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0answers
16 views

Recommended tests to determine whether threshold autoregression is suitable

I was wondering if anyone had suggestions about the best sort of test to determine whether a SETAR model is a reasonable specification. I've come across some portmeanteau tests, but I'm not sure ...
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1answer
53 views

Soft thresholding (Donoho and Johnstone)

Donoho and Johnstone (1994) poses the following equality: $$ E((\eta_t(X) - \mu)^2) = 1 - 2\Pr(|X|\lt t) + E(\min(X^2,t^2)) $$ where $\eta_t(X) = \operatorname{sign}(x)\max(|X|-t,0)$ and $X \sim N(\...
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1answer
144 views

Calculate threshold value for Poisson distributed noise

I need to calculate a threshold value to get rid of Poisson distributed noise in an image to perform a cluster analysis on the image. The image is the representation of a signal, whose datapoints ...
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0answers
184 views

Determine the cutoff threshold for binary classification models using cross validation

I have a binary classification model which returns class probability scores as the outcome. I did the model parameter tuning using repeated k-fold cross-validation. I am wondering how can I decide the ...
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0answers
23 views

Multiple outputs quantile regression

I am building a model to determine upper and lower thresholds for multiple features with respect to multiple others. (Specifically, I want to see if certain pressure measurements in an HVAC system ...
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1answer
851 views

Threshold to build confusion matrix?

I a have data set with 10 sections of data and each section shows one day observation. I designed the training and test set as follows: 8 sections for training the data and the last two sections for ...
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0answers
31 views

How to determine the optimal threshold for my classification problem using fpr ,tpr values for each classification record?

The output of my prediction using classification algorithm is in dataframe that contains TPR and FPR value for each prediction. Suppose I have 100 records for prediction then in that cade my data ...
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0answers
163 views

Implementing a threshold for multiclass classification with softmax activation

We have a CNN where images are classified into between 7 and 30 classes, depending on the training set. The final output is via SoftMax activation, and thus all the probabilities add to one. I notice ...
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1answer
29 views

Statistical test for count data passing a given threshold

Apologies if this question is painfully basic. I have a df of count data in which each row represents a box of marbles, some of which are black, and some are white: ...
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0answers
51 views

How to create a binary threshold from Cosine distance between 1-D arrays?

I have a graph of the Cosine distance between the question and the sentence most similar to it when there is an answer and when there is none. I want to establish a threshold on the abscissa axis ...
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0answers
26 views

Whether and how to bin data beyond a certain threshold

I've seen many admonishments against binning and agreed with them in general, but I wonder it's advisable to do so under certain circumstances. To adapt an example from my actual project, let's say ...
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1answer
109 views

General rule uniform distributed classes

Given a classifier working with double values e.g. between 0 and 1. There are two classes with different ranges. Their distributions are uniform, however, one class is more likely. Is picking always ...
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3answers
92 views

Statistically prove classification accuracy is acceptable

I made a neural network to do binary classification with medical images. Since I evaluate test accuracy (x% accurate), is there any statistical method which can be ...
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0answers
197 views

Practically speaking, is the TF-IDF threshold universal across different corpus?

I would like to know the practical threshold of the TF-IDF (just like the practical p-value cutoff of 0.1 or 0.05 in hypothesis tests). I tried to look at it in some previous post, and some people ...
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0answers
30 views

estimating Threshold-Models in seperate equations

I´m currently dealing with threshold VECM models in time series. The basic idea behind a TVECM, according to Lo and Zivot 2001 is There is one point I don´t understand: As far as I see every ...
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1answer
29 views

Establish the proper prediction threshold

Suppose for a ML classification problem X, I have three labels, i.e. 1, 0 and -1. For some reasons, I obtained bad accuracy. So I decided to change the number of labels to two, i.e. 1 and -1. That way ...
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1answer
266 views

Finding an optimal class probability threshold for SVM

I've got an imbalanced data set on which I'm training an SVM using cross validation. I'd like to find the optimal class probability threshold that maximizes the F measure. I've tried doing this by ...
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0answers
24 views

What are the reasons to tune the prediction threshold of a model? [duplicate]

Intelligently thresholding your model should be done when one of the following situation occurs: Data is imbalanced. Different levels of the dependent variable have different real-world importances, ...
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49 views

How to determine optimal “threshold” for taking in averages of data?

Sorry in advance if this isn't the right place for this question. I'm working on a project to try to determine whether a particular object is is producing sound or not. I'm using a piece of hardware ...
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1answer
299 views

How many missing values in a dataset can Xgboost handle?

I have a dataset with a lot of missing values in the columns. I dropped all columns containing more than 70% of missing values. I'm considering using Xgboost for my prediction because it can handle ...
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0answers
101 views

Optimal threshold for paraphrase detection algorithm [Plot inside]

I am currently working on paraphrase detection using the gensim doc2vec utilities. Basically I map sentences to fixed-length vectors using doc2vec and then calculate the cosine-similarity on them. I ...
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0answers
45 views

Decision rule for Bayesian variable selection

I'm fitting a spike-and-slab regression model to sparse data and obtaining posterior probabilities of association (PPA). I now would like to 'declare' associations based on the latter. I'm concerned ...
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0answers
55 views

Find a cost-sensitive multiclass algorithm

I am working on decision trees which can directly work in a multiclass context. My aim is reduce the misclassification's errors of a decision tree by improving its ability to tackle imbalanced ...
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1answer
59 views

Constructing feature vectors for clustering from row values

Thank you for some ideas regarding my question below. Background: I have an excel file with each row representing transactions (or transaction id's) in the format below and I am creating a feature ...
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0answers
102 views

Difference between using thresholds to classify and using a custom objective function

Suppose we are faced with a binary classification problem. The standard approach seems to be to fit a probability estimator using a loss function like log loss and then afterwards determine the ...
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0answers
157 views

Ordered Probit Model in R: Latent Variable and Threshold Parameters

I have recently started to improve my methodological skills and programming in R. For a study term paper I now want to run an ordered logit/probit model. The data I use are taken from the European ...
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0answers
171 views

What is the correct way to modify the bin-counts given a threshold for a chi-squared test?

When performing a chi-square test, one inputs the expected counts (via integrating probability distribution over respective bin bounds) and observed counts into the chi-square formula (denoted below). ...
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0answers
248 views

How to choose threshold in probabilistic multi-label classification?

My problem is to tag some texts with some labels. That is multi-label classification in ML. I did predict with Catboost classifier and get some results of binary ...
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1answer
980 views

Training threshold vs validation threshold for better prediction results?

Between the two, should I use a model's training or validation threshold to get best results (from a distributed random forest binary classifier built using h2o.ai) ...
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1answer
306 views

Probability threshold and signal/noise ratio

I'm working on a classification problem in which the underlying signal to identify is very hard to find. I suppose that this is because the signal/noise ratio is very low. My questions are ...
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1answer
347 views

Multilayer perceptron for binary classification: threshold learning

In a basic contest, the MLP loss function (cross entropy) uses as value for the label ŷ: +1 if the net output is greater or equal to 0.5 -1 otherwise Where the net output is a value in [0,1] ...
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3answers
580 views

Gaussian Mixture Model (GMM) has a maximum likelihood when two clusters one includes the other

What do people do when you perform GMM to cluster and the result comes to out to be a bimodal distribution. However, one cluster is broad enough that it includes the other cluster and this results in ...
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0answers
38 views

Rigorous threshold determination for heavy-tailed data?

Overview: I'm trying to design a change-point detection system for univariate, non-normal, skewed, heavy-tailed data that I believe is generated by a stable random process (i.e. stable-distributed ...
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4answers
22k views

Classification probability threshold

I have a question regarding classification in general. Let f be a classifier, which outputs a set of probabilities given some data D. Normally, one would say: well, if P(c|D) > 0.5, we will assign a ...
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0answers
102 views

Random walk touching or exceeding thresholds

What is the formula to estimate the probability of a random walk touching or exceeding a particular threshold? The threshold starts and stops at particular times. (Without starting and stopping times ...
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1answer
20 views

How to identify value of variable $A$ at which variable $B$ exhibits discontinuity

I have reason to believe that an indicator variable $B$ is generated by an underlying process that disproportionately assigns a value of 1 to $B$ once another variable $A$ has passed a certain ...