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edward_wang1
王彩旗 edwardwangcq.com
5 年前
trueedward_wang1

So in this video, we talked about the notion of trading off between precision and recall and how we can vary the threshold that we use to decide whether to predict y=1 or y=0. This threshold that says do we need to be at least 70% confident or 90% confident or whatever before we predict y=1 and by varying the threshold you can control a trade off between precision and recall. Then talked about the F score which takes precision and recall and gives you a single real number evaluation metric. And of course, if your goal is to automatically set that threshold, one pretty reasonable way to do that would also be to try a range different values of thresholds. And evaluate these different thresholds on, say, your cross validation set, and then to pick whatever value of threshold gives you the highest F score on your cross validation set. That would be a pretty reasonable way to automatically choose the threshold for your classifier as well.

Machine learning system design - Trading off precision and recall

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