How can I compute the derivatives of cost matrix?
I'm working on a binary classification and I have the results of a call to dbms_data_mining.apply and conpute_roc. I would like to take a point on the ROC curve and generate a cost matrix for use when applying the model. I see that ODMR gives you a cost matrix derived based on these data, but I built this task in PL/SQL and here the calculation on how this matrix is deducted. Can anyone help?TIA
Hello
This is the calculation of cost derived matrix:
Assume Positive target = a, x = (1 - probability threshold) / probability threshold
(Shown in the Setup dialog box) derived cost matrix
another
a 0 x
Others 1 0
For example, assume that the positive target = 1 value and you select a ROCK point with probability threshold = 0.35, the derived cost matrix will be:
1 others
1 0 1.857
Others 1 0
I hope this helps!
Tags: Business Intelligence
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