For gradient boosted trees with LogisticRegressionLoss the threshold for the discriminant function should be set to zero.
|Reported by:||gkronber||Owned by:||mkommend|
Currently, the 'accuracy maximizing' threshold calculator is used. However, this is rather slow for many data points and additionally it introduces a potential problem of overfitting. The pragmatic way is to set the threshold to zero.
Change History (5)
comment:3 Changed 5 weeks ago by gkronber
- Owner changed from gkronber to mkommend
- Status changed from accepted to reviewing