# 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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### Materiality Threshold - statistics newbie (help!)

I am not sure how to approach the following situation and am looking for advice on how to develop a quantitative measure - The situation: I am comparing a rate calculated from two different sources, ...
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### My machine learning models have reproducible results generally, but not at specific classification thresholds. What does this mean?

My binary classifier machine learning pipelines are producing generalizable results in that they are predicting the positive class (probability > .5) with the same precision on unseen data in ...
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### What inference can we get from the frequency distribution of classification thresholds?

I've the probability scores of positive class of two models. The frequency distribution of those probability scores(thresholds) are like this Model #1 Model #2 It's a binary classification problem....
47 views

### Probability of Normal (Gaussian) random walk crossing threshold within k steps

Let $x[n]$ be a Gaussian random walk, so $x = 0$ and $x[n+1] = x[n] + v$, where $v$ is an independent random variable with normal distribution, $0$ mean and standard deviation $s$. What is the ...
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### ROC curves: can a cut-point (cut-off) be “useful”, or is it a term reserved to parameters only?

This is a semantic question: When analyzing Receiver Operating Characteric (ROC) curves, we talk about the "usefulness" of a parameter based on its Area Under the Curve (AUC). "Useful" here refers to ...
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### Choosing Prior Distribution for AR coefficients in TAR/SETAR model

I am trying to choose the prior distribution for the AR coefficients for a general TAR model. I am tone between a truncated normal and uniform priors. Are there books or resources you can suggest for ...
124 views

### Decision rule as a hyper-parameter in LASSO

I have a question that is related to the following: Is decision threshold a hyperparameter in logistic regression? but would like some clarification. The general consensus is that the decision rule ...
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### Nested Cross Validation: Choosing a Classification probability threshold

With nested CV: Inner loop for model selection, outer loop for performance evaluation. At what level can we optimize a threshold probability (vs. 0.5) to maximize sensitivity or specificity of the ...
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### Tuning threshold from multiclass ROC for Gradient Boosting Classifier?

I have created a ROC curve based on the output of a multiclass Gradient Boosting Classifier (See Figure below implemented from Yellowbrick ROCAUC: https://www.scikit-yb.org/en/latest/api/classifier/...
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### How do I perform data cleaning for threshold detection using method of limits?

I have a dataset collected using the Method of Limits (https://en.wikipedia.org/wiki/Psychophysics#Method_of_limits) and am looking for any approaches to outlier detection that are accepted practice. ...
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### Determining break point/threshold in species richness in relation to land cover from multi-species occupancy models in R

I am conducting research in which I would like to see if I can detect a threshold response in mammal species richness in relation to the surrounding level of forest across study sites. I plan to use ...
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### R-Caret : Not-meaningful class probabilities and AUC value

I am very new to ML therefore my question might be primitive. I am working on a binary-class problem. The response (target) variable is occurrence : a factor ...
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### Bayesian liability threshold model

Let $\bf{y}$ denote a vector of binary data, such as whether a group of individuals suffer from a particular disease, and let $\bf{X}$ denote a matrix of potential predictors, including an intercept ...
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### Best methods to integrate summed probability and uncertainty from multiple sources?

I am trying to calculate risk of coastal flooding. In our model, we have 4 major sources of uncertainty: Elevation at location (height + gaussian error) Sea level rise (value at any given year + ...
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### How to be confident in the specificity of a threshold?

I am a student in a hospital department and looking back through ~5 years of testing I have found ~70 patients who received a test. I found a threshold which is the lowest result compatible with ...
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### How to decide threshold values for AUC?

With respect to the pROC package for R(https://rdrr.io/cran/pROC/man/ggroc.html). ...
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### Threshold crossing: Integrating posterior distribution over a forecast period

Suppose I have some time series $\{Y_t\}_{t=1}^T$ and I have come up with some probabilistic model: $$p(Y_{t+h} \mid Y_{1:t}, \theta)$$ for any horizon $h$, and some parameters $\theta$. Now ...
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### 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-...
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### 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. ...
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### 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 ...
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### Speed of transition parameter constraints

Given a logistic smooth transition regression \begin{equation} y_{t}=x_{t}^{\prime }\beta _{1}(1-{g}(z_{t};\gamma ,\delta ))+x_{t}^{\prime }\beta _{2}{g}(z_{t};\gamma ,\delta )+\varepsilon _{t}% \text{...
795 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 ...
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### 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 ...
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### Determining final TPR and FPR in staged classification model

I'm given pictorial dataset with 3 classes where I'm using the following scheme for classification (this scheme was chosen because classes 2 and 3 are close to each other, so this approach yields ...
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### 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 ...
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### 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 ...
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### How can I use receiver operator curve in this SVM classification problem?

Short description of the learning task: I have a corpus containing voice segments annotated with the mean BPM obtained from heart rate recordings. For example, one sample would be like 5 s audio, ...
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### how to parameter the gamess function?

i want to run gampackage to calculate threshold and semi parametric model, especialy partialy linear model like : Y = V1 + V2 + V3 + f(V4) where: Y is factor and dichotomic varible; V1 is continuous ...
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### 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 ...
357 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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### 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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### 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 ...