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I have an unbalanced dataset and I am trying to create a custom scorer that finds the best possible recall above a given precision for the minority class.
The opposite seems to work well. When I feed the following score to shap-hypertune, it produces consistent results for the precision:
The recall and precision for the minority class at a threshold of 0.5 are both around 0.85. If we set a recall above 0.9, the precision decreases accordingly, as expected.
Hello,
I have an unbalanced dataset and I am trying to create a custom scorer that finds the best possible recall above a given precision for the minority class.
The opposite seems to work well. When I feed the following score to shap-hypertune, it produces consistent results for the precision:
The recall and precision for the minority class at a threshold of 0.5 are both around 0.85. If we set a recall above 0.9, the precision decreases accordingly, as expected.
However, the following does not work:
It always produces a perfect recall (1), regardless of the precision, even if the precision is set to 1.
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