Optimize Threshold for... Custom code?
rmoore
Partner, Dataiku DSS Core Designer, Dataiku DSS ML Practitioner, Dataiku DSS Core Concepts, Neuron, Dataiku DSS Adv Designer, Registered, Neuron 2022, Frontrunner 2022 Finalist, Frontrunner 2022 Participant, Neuron 2023 Posts: 33 Neuron
I am wondering why there isn't an option to optimize a model's threshold based on custom code as is possible for the hyperparameter and model evaluation in Dataiku's AutoML. Is this a fundamental limitation that I'm not considering or is this a potential DSS feature request?
Thanks!
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Answers
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In my practice, using a cost matrix (and confirming lift with ROC) works well enough. What did you have in mind?
Blog that explains more: https://medium.com/better-ml/threshold-optimization-cost-a72903db36aa
