evalml.objectives.FraudCost.optimize_threshold

FraudCost.optimize_threshold(ypred_proba, y_true, X=None)

Learn a binary classification threshold which optimizes the current objective.

Parameters

• ypred_proba (ww.DataColumn, pd.Series) – The classifier’s predicted probabilities

• y_true (ww.DataColumn, pd.Series) – The ground truth for the predictions.

• X (ww.DataTable, pd.DataFrame, optional) – Any extra columns that are needed from training data.

Returns

Optimal threshold for this objective

evalml.objectives.FraudCost.objective_function evalml.objectives.FraudCost.score