# 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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### C4.5 How to select the split point (threshold) for a Continuous Attribute

Using the "play golf" or "play ball" data (listed at the bottom), to pick the root node we look at Outlook, Temperature, Humidity, and Wind, to see which has the highest GainRatio. Now, Outlook will ...
338 views

### Unsupervised Anomaly Detection Threshold Selection

If we have a data set that contains only positive examples I am wondering how we can effectively choose a threshold for an anomaly detection technique. Are there anomaly detection techniques that can ...
3k views

### How to train SVM correctly on a 1D dataset

I am trying to use svmtrain (Statistic Toolbox) to train a linear (2 class) SVM on a 1D feature vectors. The features are not fully separable and the classes intersect. The naive approach would be ...
97 views

### Threshold for psychometric experiment with three (or more) possible choices

I'm running an experiment where subjects are viewing a stimulus, and they have to decide if the stimulus is brighter/darker/identical in respect to a standard image. Stimulus luminosity actually ...
10 views

### 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 + ...
42 views

### 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 ...
107 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 ...
287 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 ...
256 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). ...
418 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 ...