Created
January 6, 2021 09:45
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VSB Power Line Blog - Best threshold selection
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| best_threshold = 0 | |
| best_score = 0 | |
| thresh_arr = np.linspace(0, 0.99, 100) | |
| y_val = y_train | |
| for thresh in thresh_arr: | |
| preds_train_target = (preds_train_target_proba > thresh).astype(np.int).flatten() | |
| score = matthews_corrcoef(y_val, preds_train_target) | |
| if score > best_score: | |
| best_threshold = thresh | |
| best_score = score |
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