Topic

math

11 posts

Loss Functions for Ordinal Regression

Loss Functions for Ordinal Regression

Ordinal regression has order structure between classes and there are dedicated loss functions to use this information.

2025-01-04 · 3 min read · EN
On Optimal Threshold for Maximizing F1 Score

On Optimal Threshold for Maximizing F1 Score

This post attempts to take a deeper look at F1 score. Do you know that, for calibrated classifiers, the optimal threshold is half the max F1? How come? Here it's explained.

2021-05-15 · 6 min read · EN
Stats with Python: Rank Correlation

Stats with Python: Rank Correlation

The correlation coefficient is a familiar statistic, but there are several variations whose differences should be noted. This post recaps the definitions of these common measures.

2021-02-06 · 5 min read · EN
A Deeper Look at ROC-AUC

A Deeper Look at ROC-AUC

How come ROC-AUC is equal to the probability of a positive sample ranked higher than negative ones? This post provides an answer with a fun example.

2020-11-15 · 4 min read · EN
From Direct Method to Doubly Robust

From Direct Method to Doubly Robust

Causal inference is becoming a hot topic in ML community. This post formulates one of its important concepts called doubly robust estimator with simple notations.

2020-07-29 · 3 min read · EN