Hello, thank you very much for the project. I am trying to apply a cost-sensitive learning approach to a marketing problem, where a False Negative (the record is predicted as no-customer, whereas he currently is a customer) is much worse than the opposite. As you can see, the cost-matrix is not example dependent, but class-dependent. I create the example-dependent cost-matrix such the following (it is an example for the first 4 records):
|
FP |
FN |
TP |
TN |
| 1 |
2 |
60 |
0 |
0 |
| 2 |
2 |
60 |
0 |
0 |
| 3 |
2 |
60 |
0 |
0 |
| 4 |
2 |
60 |
0 |
0 |
When I calculate the savings_score() function I get a negative score. Which is the meaning of the 1-cost at the numerator?
I am referring to the following piece of code:
cost = cost_loss(y_true, y_pred, cost_mat)
return 1.0 - cost / cost_baseThe cost value is not normalized, so I really don't understand the meaning of doing 1-.
Thank you very much!
Hello, thank you very much for the project. I am trying to apply a cost-sensitive learning approach to a marketing problem, where a False Negative (the record is predicted as no-customer, whereas he currently is a customer) is much worse than the opposite. As you can see, the cost-matrix is not example dependent, but class-dependent. I create the example-dependent cost-matrix such the following (it is an example for the first 4 records):
When I calculate the
savings_score()function I get a negative score. Which is the meaning of the 1-cost at the numerator?I am referring to the following piece of code:
The cost value is not normalized, so I really don't understand the meaning of doing 1-.
Thank you very much!