TunedThresholdClassifierCV

classsklearn.model_selection.TunedThresholdClassifierCV(estimator, *, scoring='balanced_accuracy', response_method='auto', thresholds=100, cv=None, refit=True, n_jobs=None, random_state=None, store_cv_results=False)[source]

Classifier that post-tunes the decision threshold using cross-validation.

This estimator post-tunes the decision threshold (cut-off point) that is used for converting posterior probability estimates (i.e. output of predict_proba) or decision scores (i.e. output of decision_function) into a class label. The tuning is done by optimizing a binary metric, potentially constrained by a another metric.

Read more in the User Guide.

Added in version 1.5.

Parameters:

estimatorestimator instance

The classifier, fitted or not, for which we want to optimize the decision threshold used during predict.

scoringstr or callable, default=”balanced_accuracy”

The objective metric to be optimized. Can be one of:

• a string associated to a scoring function for binary classification (see The scoring parameter: defining model evaluation rules);
• a scorer callable object created with make_scorer;

response_method{“auto”, “decision_function”, “predict_proba”}, default=”auto”

Methods by the classifier estimator corresponding to the decision function for which we want to find a threshold. It can be:

• if "auto", it will try to invoke, for each classifier, "predict_proba" or "decision_function" in that order.
• otherwise, one of "predict_proba" or "decision_function". If the method is not implemented by the classifier, it will raise an error.

thresholdsint or array-like, default=100

The number of decision threshold to use when discretizing the output of the classifier method. Pass an array-like to manually specify the thresholds to use.

cvint, float, cross-validation generator, iterable or “prefit”, default=None

Determines the cross-validation splitting strategy to train classifier. Possible inputs for cv are:

• None, to use the default 5-fold stratified K-fold cross validation;
• An integer number, to specify the number of folds in a stratified k-fold;
• A float number, to specify a single shuffle split. The floating number should be in (0, 1) and represent the size of the validation set;
• An object to be used as a cross-validation generator;
• An iterable yielding train, test splits;
• "prefit", to bypass the cross-validation.

Refer User Guide for the various cross-validation strategies that can be used here.

Warning

Using cv="prefit" and passing the same dataset for fitting estimator and tuning the cut-off point is subject to undesired overfitting. You can refer to Consideration regarding model refitting and cross-validation for an example.

This option should only be used when the set used to fit estimator is different from the one used to tune the cut-off point (by calling TunedThresholdClassifierCV.fit).

refitbool, default=True

Whether or not to refit the classifier on the entire training set once the decision threshold has been found. Note that forcing refit=False on cross-validation having more than a single split will raise an error. Similarly, refit=True in conjunction with cv="prefit" will raise an error.

n_jobsint, default=None

The number of jobs to run in parallel. When cv represents a cross-validation strategy, the fitting and scoring on each data split is done in parallel. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

random_stateint, RandomState instance or None, default=None

Controls the randomness of cross-validation when cv is a float. See Glossary.

store_cv_resultsbool, default=False

Whether to store all scores and thresholds computed during the cross-validation process.

Attributes:

estimator_estimator instance

The fitted classifier used when predicting.

best_threshold_float

The new decision threshold.

best_score_float or None

The optimal score of the objective metric, evaluated at best_threshold_.

cv_results_dict or None

A dictionary containing the scores and thresholds computed during the cross-validation process. Only exist if store_cv_results=True. The keys are "thresholds" and "scores".

classes_ndarray of shape (n_classes,)

Classes labels.

n_features_in_int

Number of features seen during fit. Only defined if the underlying estimator exposes such an attribute when fit.

feature_names_in_ndarray of shape (n_features_in_,)

Names of features seen during fit. Only defined if the underlying estimator exposes such an attribute when fit.

See also

sklearn.model_selection.FixedThresholdClassifier

Classifier that uses a constant threshold.

sklearn.calibration.CalibratedClassifierCV

Estimator that calibrates probabilities.

Examples

>>> from sklearn.datasets import make_classification
>>> from sklearn.ensemble import RandomForestClassifier
>>> from sklearn.metrics import classification_report
>>> from sklearn.model_selection import TunedThresholdClassifierCV, train_test_split
>>> X, y = make_classification(
...     n_samples=1_000, weights=[0.9, 0.1], class_sep=0.8, random_state=42
... )
>>> X_train, X_test, y_train, y_test = train_test_split(
...     X, y, stratify=y, random_state=42
... )
>>> classifier = RandomForestClassifier(random_state=0).fit(X_train, y_train)
>>> print(classification_report(y_test, classifier.predict(X_test)))
              precision    recall  f1-score   support

           0       0.94      0.99      0.96       224
           1       0.80      0.46      0.59        26

    accuracy                           0.93       250
   macro avg       0.87      0.72      0.77       250
weighted avg       0.93      0.93      0.92       250

>>> classifier_tuned = TunedThresholdClassifierCV(
...     classifier, scoring="balanced_accuracy"
... ).fit(X_train, y_train)
>>> print(
...     f"Cut-off point found at {classifier_tuned.best_threshold_:.3f}"
... )
Cut-off point found at 0.342
>>> print(classification_report(y_test, classifier_tuned.predict(X_test)))
              precision    recall  f1-score   support

           0       0.96      0.95      0.96       224
           1       0.61      0.65      0.63        26

    accuracy                           0.92       250
   macro avg       0.78      0.80      0.79       250
weighted avg       0.92      0.92      0.92       250

propertyclasses_

Classes labels.

decision_function(X)[source]

Decision function for samples in X using the fitted estimator.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features)

Training vectors, where n_samples is the number of samples and n_features is the number of features.

Returns:

decisionsndarray of shape (n_samples,)

The decision function computed the fitted estimator.

fit(X, y, **params)[source]

Fit the classifier.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features)

Training data.

yarray-like of shape (n_samples,)

Target values.

**paramsdict

Parameters to pass to the fit method of the underlying classifier.

Returns:

selfobject

Returns an instance of self.

get_metadata_routing()[source]

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:

routingMetadataRouter

A MetadataRouter encapsulating routing information.

get_params(deep=True)[source]

Get parameters for this estimator.

Parameters:

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict

Parameter names mapped to their values.

predict(X)[source]

Predict the target of new samples.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features)

The samples, as accepted by estimator.predict.

Returns:

class_labelsndarray of shape (n_samples,)

The predicted class.

predict_log_proba(X)[source]

Predict logarithm class probabilities for X using the fitted estimator.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features)

Training vectors, where n_samples is the number of samples and n_features is the number of features.

Returns:

log_probabilitiesndarray of shape (n_samples, n_classes)

The logarithm class probabilities of the input samples.

predict_proba(X)[source]

Predict class probabilities for X using the fitted estimator.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features)

Training vectors, where n_samples is the number of samples and n_features is the number of features.

Returns:

probabilitiesndarray of shape (n_samples, n_classes)

The class probabilities of the input samples.

score(X, y, sample_weight=None)[source]

Return the mean accuracy on the given test data and labels.

In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.

Parameters:

Xarray-like of shape (n_samples, n_features)

Test samples.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

True labels for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns:

scorefloat

Mean accuracy of self.predict(X) w.r.t. y.

set_params(**params)[source]

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict

Estimator parameters.

Returns:

selfestimator instance

Estimator instance.

set_score_request(*, sample_weight:bool|None|str='$UNCHANGED$') → TunedThresholdClassifierCV[source]

Request metadata passed to the score method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

• True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.
• False: metadata is not requested and the meta-estimator will not pass it to score.
• None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
• str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:

sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in score.

Returns:

selfobject

The updated object.

Gallery examples

Release Highlights for scikit-learn 1.5

Post-hoc tuning the cut-off point of decision function

Post-tuning the decision threshold for cost-sensitive learning