Is that Jet?!

https://www.youtube.com/watch?v=xAoljeRJ3lU

;)

On 6/4/18 11:56 AM, Brown J.B. via scikit-learn wrote:
Hello community,

        I wonder if there's something similar for the binary class
        case where,
        the prediction is a real value (activation) and from this we
        can also
        derive
          - CMs for all prediction cutoff (or set of cutoffs?)
          - scores over all cutoffs (AUC, AP, ...)

    AUC and AP are by definition over all cut-offs. And CMs for all
    cutoffs doesn't seem a good idea, because that'll be n_samples many
    in the general case. If you want to specify a set of cutoffs, that
    would be pretty easy to do.
    How do you find these cut-offs, though?


        For me, in analyzing (binary class) performance, reporting
        scores for
        a single cutoff is less useful than seeing how the many scores
        (tpr,
        ppv, mcc, relative risk, chi^2, ...) vary at various false
        positive
        rates, or prediction quantiles.


In terms of finding cut-offs, one could use the idea of metric surfaces that I recently proposed
https://onlinelibrary.wiley.com/doi/abs/10.1002/minf.201700127
and then plot your per-threshold TPR/TNR pairs on the PPV/MCC/etc surfaces to determine what conditions you are willing to accept against the background of your prediction problem.

I use these surfaces (a) to think about the prediction problem before any attempt at modeling is made, and (b) to deconstruct results such as "Accuracy=85%" into interpretations in the context of my field and the data being predicted.

Hope this contributes a bit of food for thought.
J.B.

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