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 ...
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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 ...
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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 ...
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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 ...
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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 + ...
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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 ...
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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 ...
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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 ...
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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). ...
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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 ...
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72 views

For a numerical outcome, is thresholding first and classification the same as regression and thresholding after the prediction?

Assuming we wanted not to predict someone's income but rather simply if that person makes more or less than a given amount (say $50k). (When) would it be better to approach this as a classification ...
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437 views

Threshold value for Cluster after document similarity

I have N documents. I have found out cosine similarity between all documents. T = (N*(N-1)/2) Because docSim between a document with itself is 1. Now, I have one query and I want to find out all ...
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412 views

Bayes factors and ROC curves

The question comes from Kevin Murphy's book, Ch 5, Ex 5.6. Could somebody suggest a solution? Let $B=p(D|H_1)/p(D|H_0)$ be the bayes factor in favor of model 1. Suppose we plot two ROC curves, one ...
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102 views

Extreme value theory: GPD larger expected value than average

We're using extreme value theory to model tail risks on our portfolio. After we choose the threshold, we fit generalized Pareto distribution to our data over the threshold. The expected value of GPD ...
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72 views

Is/are there any threshold value(s) to determine to see if PCA is useful at all, specially for high dimensional data?

Apologies if this is a naïve question, but it's not so naïve to me! Let's first assume we have 2D data which are perfectly linear but not along the x- or y-axis. PCA will rotate it so that it becomes ...
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370 views

What are proper scoring and threshold selection rules for multiclassifiers?

I am using a neural network with 5 input neurons, 2 hidden layers of about 50 neurons in each layer, and 4 output neurons, trying to classify my 5-dimensional data into 4 different classes. Currently,...
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704 views

Estimating break point in a broken stick / piecewise linear model for one variable while including other as model terms

I am interested in estimating a break point in response to one explanatory variable, while also including other variables as terms in the linear model. One reason to include additional terms is to ...
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387 views

Calculating the threshold of a set of values

Question: The context of this question is actually finance, however the question itself is a statistical issue. Suppose I have the following expression: $$\rho = \frac{2\bar{x}}{(s^*_x)^2}+1 .........
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388 views

How to pick a good threshold for multimodal histograms

I am trying to do multi-modal detection in a vote map (histogram) however, side lobes obviously cause some false peaks. So using mean shift will not do as it will find all of the local maxima. So I ...
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7k views

Distance threshold for clustering

Usually online clustering methods (based on kmeans or not) define a distance threshold value. If a new data-point $x$ is far enough from the nearest center $c$ (i.e. the distance from $x$ to $c$ is ...
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275 views

Establishing a dynamic threshold for partitioning data

Given a sorted set of data points, where each point represents the length of a common substring between two files, I want to systematically decide a cut off point where I can start considering them to ...
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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 ...
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1answer
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 ...
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45 views

Poisson Counting Process over Variable Threshold

Let's consider a Poisson Counting Process $N(t)$ with generation rate $\lambda$ and a piece-wise constant threshold $M(t)$ that changes with time. $$ M(t)=m_i \ \ for \ \ t\in(t_{i-1},t_{i}],\ i\in \...
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82 views

How to set a threshold on softmax probabilities in a multi-class classification task?

I have a large image dataset that was classified by a ConvNet into different classes (objects). For each image the top-1 softmax probability is given, ranging between 0 and 1. It´s the output of a ...
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1answer
31 views

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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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 ...
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60 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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57 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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39 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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389 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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32 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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413 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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33 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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60 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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86 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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55 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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188 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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209 views

Calculating EER from FAR and FRR with upper and lower bounds

Excuse me if this question is not correct, I am not very familiar with the field. I am trying to calculate EER based on FAR and FRR, when having both upper and lower bounds (...
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938 views

What's an intuitive explanation of the Equal Error Rate, and how to compute it in from a ROC?

I am selecting the operating point in ROC curves using EER. From a visual perspective (see the figure), know it's the point of intersection of the ROC with the descending diagonal. What is the ...
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157 views

How to compute optimal cutoff point for multi-label classification

I've extracted the scores for a multi-label classification problem. For every instance I have ~35 000 labels/scores. The score values are between 0 and 1. To get the relevant labels based on the ...
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149 views

Threshold value for nodes similarity

I am working on an algorithm for community detection on complex systems, where those systems are modeled as graphs. To form community i need to find similarity between nodes. I am using Jaccard ...
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779 views

How to define threshold values for binary classification?

Assume the following most simple setup: I want to perform a binary classification based on a single continuous variable $X$. The model is then a threshold $x$ so that the class of a data point $d$ is ...
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32 views

Thresholding from a set of 2D points

In real world situations, most often the estimated 2D positions from the videos are effected by a noise. I have a set of consecutive 2D positions for moving objects in 2D space. Part of this data (...
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474 views

Threshold Cointegration and Gregory-Hansen Test

I have used the Johansen multivariate cointegration test to see whether a group of ten stock markets are cointegrated. However, I was wondering whether it would be possible to use the Gregory-Hansen ...
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226 views

Confidence interval for maximum value in velocity time series

I have a time series of velocity values, which is structured into two periods. The first period describes the baseline velocity ("pre"). At the beginning of the second period ("post"), a stimulus is ...
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303 views

How to find the threshold that maximizes the F1 score?

I have a probabilistic, binary classifier. Is there any principled way to select the threshold that maximizes the F1 score? Currently I simply choose many different thresholds, apply them on some ...
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299 views

Regression Discontinuity on Stata with a discrete assignment variable and excluded data at the cutoff

I am looking at a treatment effect of an intervention on a cutoff of age, where age data is only available discrete as year of birth. Due to this, people who turned the cutoff age during the study ...
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100 views

How to find the threshold that minimizes the (weighted) mis-classification rate?

To use a logistic regression model for doing prediction, let \begin{equation} \hat Y_i= \begin{cases} 1 &\mbox{if $P(Y_i=1|X_i)>\alpha$}\\ 0 &\mbox{if $P(Y_i=1|X_i)\leq\alpha$} ...
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157 views

How to statistically validate a threshold?

I have a set of 3 parameters that were measured for several individual (each dot of the dotplot is one individual). I am trying to define subpopulations of individuals based on these measurements. ...