scikit-learn / scikit-learn/scikit-learn
DOC add an example on how to optimize a metric with a constraint in TunedThresholdClassifierCV
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Description
We merged TunedThresholdClassifierCV in #26120.
However, we don't expose any way to optimize a metric that is constrained by another as one would do when choosing a point on the ROC or PR curves.
We should have an example that shows how to do such optimization as discussed here:
https://github.com/scikit-learn/scikit-learn/pull/26120#pullrequestreview-2038175696
This would be a temporary trick until we settle on the best possible API regarding this constrained scorer.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the TunedThresholdClassifierCV documentation and the linked discussion in pull request #26120, especially the referenced review. Add an example showing how to optimize one metric subject to a constraint on another, and confirm that the example demonstrates the intended ROC or PR curve use case without depending on a finalized constrained-scorer API.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- documentation, machine-learning
- Issue type
- Documentation
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100