How to Select the BEST Threshold for Your Model Using the ROC Curve

Описание к видео How to Select the BEST Threshold for Your Model Using the ROC Curve

In this video I explain how we can select the best threshold by looking at the receiver operating characteristic (ROC) curve, and how we can vary the true positive rate (TPR) and the false positive rate (FPR) to adapt our model's prediction to the business problem we are trying to solve.

Notes
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬
At 4:27 I say twice "the model model begins". This is due to an editing error from my side. Sorry about that.

Related Videos
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬
Why We Divide by N-1 in the Sample Variance:    • Why We Divide by N-1 in the Sample Va...  
The Bias Variance Tradeoff:    • Why Models Overfit and Underfit - The...  
Multivariate Normal Distribution:    • Multivariate Normal (Gaussian) Distri...  
Estimated Calibrated Error (ECE):    • Estimated Calibration Error (ECE) Exp...  

Contents
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬
00:00 - Intro
00:46 - Business problem influence the threshold
02:08 - ROC curve intro
02:46 - TPR and FPR definitions
03:23 - The three phases of the ROC Curve
05:35 - AUC and model selection using the ROC Curve
06:54 - Outro

Follow Me
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬
🐦 Twitter: @datamlistic   / datamlistic  
📸 Instagram: @datamlistic   / datamlistic  
📱 TikTok: @datamlistic   / datamlistic  

Channel Support
▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬▬
The best way to support the channel is to share the content. ;)

If you'd like to also support the channel financially, donating the price of a coffee is always warmly welcomed! (completely optional and voluntary)
► Patreon:   / datamlistic  
► Bitcoin (BTC): 3C6Pkzyb5CjAUYrJxmpCaaNPVRgRVxxyTq
► Ethereum (ETH): 0x9Ac4eB94386C3e02b96599C05B7a8C71773c9281
► Cardano (ADA): addr1v95rfxlslfzkvd8sr3exkh7st4qmgj4ywf5zcaxgqgdyunsj5juw5
► Tether (USDT): 0xeC261d9b2EE4B6997a6a424067af165BAA4afE1a

#roc #threshold

Комментарии

Информация по комментариям в разработке