.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/model_selection/plot_tuned_decision_threshold.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code. or to run this example in your browser via Binder .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_model_selection_plot_tuned_decision_threshold.py: ====================================================== Post-hoc tuning the cut-off point of decision function ====================================================== Once a binary classifier is trained, the :term:`predict` method outputs class label predictions corresponding to a thresholding of either the :term:`decision_function` or the :term:`predict_proba` output. The default threshold is defined as a posterior probability estimate of 0.5 or a decision score of 0.0. However, this default strategy may not be optimal for the task at hand. This example shows how to use the :class:`~sklearn.model_selection.TunedThresholdClassifierCV` to tune the decision threshold, depending on a metric of interest. .. GENERATED FROM PYTHON SOURCE LINES 16-20 .. code-block:: Python # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause .. GENERATED FROM PYTHON SOURCE LINES 21-27 The diabetes dataset -------------------- To illustrate the tuning of the decision threshold, we will use the diabetes dataset. This dataset is available on OpenML: https://www.openml.org/d/37. We use the :func:`~sklearn.datasets.fetch_openml` function to fetch this dataset. .. GENERATED FROM PYTHON SOURCE LINES 27-32 .. code-block:: Python from sklearn.datasets import fetch_openml diabetes = fetch_openml(data_id=37, as_frame=True, parser="pandas") data, target = diabetes.data, diabetes.target .. GENERATED FROM PYTHON SOURCE LINES 33-34 We look at the target to understand the type of problem we are dealing with. .. GENERATED FROM PYTHON SOURCE LINES 34-36 .. code-block:: Python target.value_counts() .. rst-class:: sphx-glr-script-out .. code-block:: none class tested_negative 500 tested_positive 268 Name: count, dtype: int64 .. GENERATED FROM PYTHON SOURCE LINES 37-41 We can see that we are dealing with a binary classification problem. Since the labels are not encoded as 0 and 1, we make it explicit that we consider the class labeled "tested_negative" as the negative class (which is also the most frequent) and the class labeled "tested_positive" the positive as the positive class: .. GENERATED FROM PYTHON SOURCE LINES 41-43 .. code-block:: Python neg_label, pos_label = target.value_counts().index .. GENERATED FROM PYTHON SOURCE LINES 44-53 We can also observe that this binary problem is slightly imbalanced where we have around twice more samples from the negative class than from the positive class. When it comes to evaluation, we should consider this aspect to interpret the results. Our vanilla classifier ---------------------- We define a basic predictive model composed of a scaler followed by a logistic regression classifier. .. GENERATED FROM PYTHON SOURCE LINES 53-60 .. code-block:: Python from sklearn.linear_model import LogisticRegression from sklearn.pipeline import make_pipeline from sklearn.preprocessing import StandardScaler model = make_pipeline(StandardScaler(), LogisticRegression()) model .. raw:: html

Pipeline(steps=[('standardscaler', StandardScaler()),
                    ('logisticregression', LogisticRegression())])

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On GitHub, the HTML representation is unable to render, please try loading this page with nbviewer.org.

.. GENERATED FROM PYTHON SOURCE LINES 61-71 We evaluate our model using cross-validation. We use the accuracy and the balanced accuracy to report the performance of our model. The balanced accuracy is a metric that is less sensitive to class imbalance and will allow us to put the accuracy score in perspective. Cross-validation allows us to study the variance of the decision threshold across different splits of the data. However, the dataset is rather small and it would be detrimental to use more than 5 folds to evaluate the dispersion. Therefore, we use a :class:`~sklearn.model_selection.RepeatedStratifiedKFold` where we apply several repetitions of 5-fold cross-validation. .. GENERATED FROM PYTHON SOURCE LINES 71-96 .. code-block:: Python import pandas as pd from sklearn.model_selection import RepeatedStratifiedKFold, cross_validate scoring = ["accuracy", "balanced_accuracy"] cv_scores = [ "train_accuracy", "test_accuracy", "train_balanced_accuracy", "test_balanced_accuracy", ] cv = RepeatedStratifiedKFold(n_splits=5, n_repeats=10, random_state=42) cv_results_vanilla_model = pd.DataFrame( cross_validate( model, data, target, scoring=scoring, cv=cv, return_train_score=True, return_estimator=True, ) ) cv_results_vanilla_model[cv_scores].aggregate(["mean", "std"]).T .. raw:: html

	mean	std
train_accuracy	0.779751	0.007822
test_accuracy	0.770926	0.030585
train_balanced_accuracy	0.732913	0.009788
test_balanced_accuracy	0.723665	0.035914

.. GENERATED FROM PYTHON SOURCE LINES 97-116 Our predictive model succeeds to grasp the relationship between the data and the target. The training and testing scores are close to each other, meaning that our predictive model is not overfitting. We can also observe that the balanced accuracy is lower than the accuracy, due to the class imbalance previously mentioned. For this classifier, we let the decision threshold, used convert the probability of the positive class into a class prediction, to its default value: 0.5. However, this threshold might not be optimal. If our interest is to maximize the balanced accuracy, we should select another threshold that would maximize this metric. The :class:`~sklearn.model_selection.TunedThresholdClassifierCV` meta-estimator allows to tune the decision threshold of a classifier given a metric of interest. Tuning the decision threshold ----------------------------- We create a :class:`~sklearn.model_selection.TunedThresholdClassifierCV` and configure it to maximize the balanced accuracy. We evaluate the model using the same cross-validation strategy as previously. .. GENERATED FROM PYTHON SOURCE LINES 116-132 .. code-block:: Python from sklearn.model_selection import TunedThresholdClassifierCV tuned_model = TunedThresholdClassifierCV(estimator=model, scoring="balanced_accuracy") cv_results_tuned_model = pd.DataFrame( cross_validate( tuned_model, data, target, scoring=scoring, cv=cv, return_train_score=True, return_estimator=True, ) ) cv_results_tuned_model[cv_scores].aggregate(["mean", "std"]).T .. raw:: html

	mean	std
train_accuracy	0.752470	0.015579
test_accuracy	0.739950	0.036592
train_balanced_accuracy	0.757915	0.009747
test_balanced_accuracy	0.744029	0.035445

.. GENERATED FROM PYTHON SOURCE LINES 133-140 In comparison with the vanilla model, we observe that the balanced accuracy score increased. Of course, it comes at the cost of a lower accuracy score. It means that our model is now more sensitive to the positive class but makes more mistakes on the negative class. However, it is important to note that this tuned predictive model is internally the same model as the vanilla model: they have the same fitted coefficients. .. GENERATED FROM PYTHON SOURCE LINES 140-159 .. code-block:: Python import matplotlib.pyplot as plt vanilla_model_coef = pd.DataFrame( [est[-1].coef_.ravel() for est in cv_results_vanilla_model["estimator"]], columns=diabetes.feature_names, ) tuned_model_coef = pd.DataFrame( [est.estimator_[-1].coef_.ravel() for est in cv_results_tuned_model["estimator"]], columns=diabetes.feature_names, ) fig, ax = plt.subplots(ncols=2, figsize=(12, 4), sharex=True, sharey=True) vanilla_model_coef.boxplot(ax=ax[0]) ax[0].set_ylabel("Coefficient value") ax[0].set_title("Vanilla model") tuned_model_coef.boxplot(ax=ax[1]) ax[1].set_title("Tuned model") _ = fig.suptitle("Coefficients of the predictive models") .. image-sg:: /auto_examples/model_selection/images/sphx_glr_plot_tuned_decision_threshold_001.png :alt: Coefficients of the predictive models, Vanilla model, Tuned model :srcset: /auto_examples/model_selection/images/sphx_glr_plot_tuned_decision_threshold_001.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 160-161 Only the decision threshold of each model was changed during the cross-validation. .. GENERATED FROM PYTHON SOURCE LINES 161-177 .. code-block:: Python decision_threshold = pd.Series( [est.best_threshold_ for est in cv_results_tuned_model["estimator"]], ) ax = decision_threshold.plot.kde() ax.axvline( decision_threshold.mean(), color="k", linestyle="--", label=f"Mean decision threshold: {decision_threshold.mean():.2f}", ) ax.set_xlabel("Decision threshold") ax.legend(loc="upper right") _ = ax.set_title( "Distribution of the decision threshold \nacross different cross-validation folds" ) .. image-sg:: /auto_examples/model_selection/images/sphx_glr_plot_tuned_decision_threshold_002.png :alt: Distribution of the decision threshold across different cross-validation folds :srcset: /auto_examples/model_selection/images/sphx_glr_plot_tuned_decision_threshold_002.png :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 178-188 In average, a decision threshold around 0.32 maximizes the balanced accuracy, which is different from the default decision threshold of 0.5. Thus tuning the decision threshold is particularly important when the output of the predictive model is used to make decisions. Besides, the metric used to tune the decision threshold should be chosen carefully. Here, we used the balanced accuracy but it might not be the most appropriate metric for the problem at hand. The choice of the "right" metric is usually problem-dependent and might require some domain knowledge. Refer to the example entitled, :ref:`sphx_glr_auto_examples_model_selection_plot_cost_sensitive_learning.py`, for more details. .. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 31.304 seconds) .. _sphx_glr_download_auto_examples_model_selection_plot_tuned_decision_threshold.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: binder-badge .. image:: images/binder_badge_logo.svg :target: https://mybinder.org/v2/gh/scikit-learn/scikit-learn/main?urlpath=lab/tree/notebooks/auto_examples/model_selection/plot_tuned_decision_threshold.ipynb :alt: Launch binder :width: 150 px .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_tuned_decision_threshold.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_tuned_decision_threshold.py ` .. container:: sphx-glr-download sphx-glr-download-zip :download:`Download zipped: plot_tuned_decision_threshold.zip ` .. include:: plot_tuned_decision_threshold.recommendations .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_