Opened 5 weeks ago

Last modified 5 days ago

#2755 reviewing enhancement

For gradient boosted trees with LogisticRegressionLoss the threshold for the discriminant function should be set to zero.

Reported by: gkronber Owned by: mkommend
Priority: medium Milestone: HeuristicLab 3.3.15
Component: Algorithms.DataAnalysis Version: 3.3.14
Keywords: Cc:

Description

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:1 Changed 5 weeks ago by gkronber

  • Owner set to gkronber
  • Status changed from new to accepted

comment:2 Changed 5 weeks ago by gkronber

r14779: set discriminant function threshold to zero for GBT with logistic regression loss

comment:3 Changed 5 weeks ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:4 Changed 5 weeks ago by gkronber

r14780: set dataset partitions correctly in GBT with logistic regression loss

comment:5 Changed 5 days ago by abeham

Please also remove unused usings, e.g. in GradientBoostedTreesModelSurrogate.cs.

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