Finding optimal threshold based on ROC CURVE.
Project description
Installation
pip install threshold-finderUsage
Folowing display an usage example.
>>> from threshold_finder.finder import OptimalThresholdFinder, ThresholdFinder, YoudenThresholdFinder
>>> # Example data
>>> true_label = pd.Series([1,1,1,0,0,0])
>>> predicted_proba = pd.Series([0.9, 0.8, 0.7, 0.72, 0.6, 0.5])
>>> # Use a specific finder directly ...
>>> finder = YoudenThresholdFinder()
>>> optimal_threshold = finder.optimal_threshold(true_label, predicted_proba)
>>> print(optimal_threshold)
0.7
>>> # ... Or use the factory
>>> factory = ThresholdFinder()
>>> finder = factory.get_finder(method="youden_statistic")
>>> optimal_threshold = finder.optimal_threshold(true_label, predicted_proba)
>>> print(optimal_threshold)
0.7
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