Hi!
I tried writing a ThresholdClassifier, that wraps any classifier with
predict_proba() and based on a cost function adjusts the threshold for
predict(). This helps for imbalanced data.
My current cost function assigns cost +cost for a true positive and -1 for
a false positive.
It seems to run,
Hi.
You don't have to implement set_params and get_params if you inherit
from BaseEstimator.
I find it weird that you pass find_threshold_cost_function as a
constructor parameter but otherwise the API looks ok.
You are not allowed to use **kwargs in __init___, though.
Andy
On 11/11/2016 05:23
