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Models do not perform well for full range of outcomes #42

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rikhuijzer opened this issue Jul 27, 2023 · 1 comment
Open

Models do not perform well for full range of outcomes #42

rikhuijzer opened this issue Jul 27, 2023 · 1 comment

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@rikhuijzer
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It looks like there is a sort of balancing issue. The following is an image on SIRUS 1.1.2, but the same occurs on 1.3.0:

auc plots

It looks like the model optimizes for one area and not for another. I still suspect this is an issue with the choice of weights. Something is causing the weights to be not chosen properly which then causes sub-optimal classification predictions and poor regression predictions.

@rikhuijzer
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To solve this, I should probably set lambda because the weight logic is very sensitive to the choice of lambda.

rikhuijzer added a commit that referenced this issue Nov 28, 2023
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