parsing-science / pymc3_models

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Predictions and loss functions #5

Closed rlouf closed 2 years ago

rlouf commented 6 years ago

Predictions are currently made using a Zero-One Loss Function, which corresponds to a case where the cost associated with misclassifying each outcome is the same. There may be situations however (cancer diagnosis, for instance) where there is a higher misclassification cost with an outcome (in this case, the person having cancer).

I was going to include the possibility to define and use cost functions in my PR for Naive Bayes, but I think it is better to add the functionality with another PR.