threshold-finder 0.1.4

Finding optimal threshold based on ROC CURVE.

Installation

pip install threshold-finder

Usage

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