Hi Shirish, Thanks for your clarification.
Not sure how exactly I can modify the GLM-predict.dml to get some prediction to start with. Ideally I would like the probability threshold to be parameterized. If I check the script at line 135-136 I can see the code which returns means and vars - [means, vars] = glm_means_and_vars (linear_terms, dist_type, var_power, link_type, link_power); Can you give me some idea how from here I can calculate the predicted value of the label using some value of probability threshold ? Regards, Sourav On Tue, Dec 8, 2015 at 12:49 PM, Shirish Tatikonda < shirish.tatiko...@gmail.com> wrote: > Hi Sourav, > > Yes, GLM-predict.dml gives out only the probabilities. You can put a > threshold on the resulting probabilities to get the actual class labels -- > for example, prob > 0.5 is positive and <=0.5 as negative. > > The exact value of threshold typically depends on the data and the > application. Different thresholds yield different classifiers with > different performance (precision, recall, etc.). You can find the best > threshold for the given data set by finding a value that gives the desired > classifier performance (for example, a threshold that gives roughly equal > precision and recall). Such an optimization is obviously done during the > training phase using a held out test set. > > If you wish, you can also modify the DML script to perform this entire > process. > > Shirish > > > On Tue, Dec 8, 2015 at 12:23 PM, Sourav Mazumder < > sourav.mazumde...@gmail.com> wrote: > > > Hi, > > > > I have used GLM.dml to create a model using some sample data. It returns > to > > me the matrix of Beta, B. > > > > Now I want to use this matrix of Beta on a new set of data points and > > generate predicted value of the dependent variable/observation. > > > > When I checked GLM-predict, I could see that one can pass feature vector > > for the new data set and also the matrix of beta. > > > > But I could not see any way to get the predicted value of the dependent > > variable/observation. The output parameter only supports matrix of > > predicted means/probabilities. > > > > Is there a way one can get the predicted value of the dependent > > variable/observation from GLM-predict ? > > > > Regards, > > Sourav > > >
