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Optimize Threshold for... Custom code?

rmoore
Optimize Threshold for... Custom code?

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!

1 Reply
Rickh008
Level 3

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

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