Created
March 2, 2021 16:43
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model
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| def find_best_threshold(threshold, fpr, tpr): | |
| t = threshold[np.argmax(tpr*(1-fpr))] | |
| print("the maximum value of tpr*(1-fpr)", max(tpr*(1-fpr)), "for threshold", np.round(t,3)) | |
| return t | |
| def predict_with_best_t(proba, threshold): | |
| predictions = [] | |
| for i in proba: | |
| if i>=threshold: | |
| predictions.append(1) | |
| else: | |
| predictions.append(0) | |
| return predictions | |
| best_t = find_best_threshold(tr_thresholds, train_fpr, train_tpr) | |
| best_t_test=find_best_threshold(te_thresholds, test_fpr, test_tpr) | |
| the maximum value of tpr*(1-fpr) 0.9782132727235511 for threshold 0.298 | |
| the maximum value of tpr*(1-fpr) 0.9702060771618405 for threshold 0.331 |
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