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We merged TunedThresholdClassifierCV in #26120.
However, we don't expose any way to optimize a metric that is constrained by another as one would do when choosing a point on the ROC or PR curves.
We should have an example that shows how to do such optimization as discussed here: #26120 (review)
This would be a temporary trick until we settle on the best possible API regarding this constrained scorer.
The text was updated successfully, but these errors were encountered:
I think that having a single scoring param able to handle constrained metrics as well would be ideal. In addition to make an example for that, we can maybe implement a helper for the main uses cases, precision at recall and tpr at tnr, that returns a ready-to-use scorer.
Probably also figure out a nice api that we can use for SearchCV as well
Do you think it would make sense to search over constraint values ? My understanding was that such constraint is determined by an external factor that you have no flexibility over.
We merged
TunedThresholdClassifierCV
in #26120.However, we don't expose any way to optimize a metric that is constrained by another as one would do when choosing a point on the ROC or PR curves.
We should have an example that shows how to do such optimization as discussed here:
#26120 (review)
This would be a temporary trick until we settle on the best possible API regarding this constrained scorer.
The text was updated successfully, but these errors were encountered: