View source: R/calib_class_thresh.R
| calib_class_thresh | R Documentation |
Calibrate the probability thresholds that convert probabilities into classes
for a simple ensemble object. This is done by generating predictions for the
training data, and then optimizing the threshold according to the metric
given in class_thresh. The calibration depends on how the ensemble is
pruned, which is defined by metric_thresh, and how predictions are
combined. calib_class_threshold considers the four possible combining
options available via the parameter fun in predict.simple_ensemble; note
that the weighted functions weighted_mean and weighted_median use weights
based on the metric used to tune the ensemble, and so they might make little
sense if used in conjunction with a different metric. The updated simple
ensemble contains information on the optimal thresholds for the given
combination of class_thresh, metric_thresh and fun, and these will be
used when predicting classes with predict.simple_ensemble.
calib_class_thresh(object, class_thresh, metric_thresh = NULL)
object |
an simple_ensemble object |
class_thresh |
probability threshold used to convert probabilities into classes. It can be a number (between 0 and 1), or a character metric (currently "tss_max", "kap_max" or "sensitivity"). For sensitivity, an additional target value is passed along as a second element of a vector, e.g. c("sensitivity",0.8). |
metric_thresh |
a vector of length 2 giving a metric and its threshold, which will be used to prune which models in the ensemble will be used for the prediction. The 'metrics' need to have been computed when the workflow was tuned. The metric's threshold needs to match the value used during prediction. Examples are c("accuracy",0.8) or c("boyce_cont",0.7). |
a simple_ensemble object with an additional attribute
class_thresholds, which is a tibble with columns:
class_thresh: the value passed to class_thresh
metric_thresh: the value passed to metric_thresh
fun: the aggregating function used to combine predictions
optim_value: the optimal threshold for the given combination of
class_thresh, metric_thresh and fun
test_ens <- simple_ensemble() %>%
add_member(two_class_res[1:3, ], metric = "roc_auc")
test_ens <- calib_class_thresh(test_ens, class_thresh = "tss_max")
test_ens <- calib_class_thresh(test_ens, class_thresh = "kap_max")
test_ens <- calib_class_thresh(test_ens, class_thresh = c("sens", 0.9))
collect_class_thresh(test_ens)
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