Topic

stats

8 posts

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
Stats with Python: Unbiased Variance

Stats with Python: Unbiased Variance

What is unbiased sample variance? Why divide by n-1? With a little programming with Python, it's easier to understand.

2021-01-17 · 4 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