AI & Analytics

Precision and recall > .90 on holdout data

Reddit r/datascience

Samenvatting

I'm running ML models (XGBoost and elastic net logistic regression) predicting a 0/1 outcome in a post period based on pre period observations in a large unbalanced dataset. I've undersampled from the majority category class to achieve a balanced dataset that fits into memory and doesn't take hours to run. I understand sampling can distort precision or recall metrics. However I'm testing model performance on a raw holdout dataset (no sampling or rebalancing). Are my crazy high precision and r...

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