Vitor Cerqueira
May 25, 2024

Hi Valeriy,

Yes, I think that's an issue. It shows promising results according to AUC, but the probabilities do not look good.

It's on my research todo list :)

My first attempt will be to couple this with something like isotonic regression or platt scaling

Vitor Cerqueira
Vitor Cerqueira

Written by Vitor Cerqueira

Ph.D and Researcher on AI and Time Series.

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