cdplib/cdplib/ml_validation/fine_tuning.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Sat May  1 13:46:42 2021

@author: tanya
"""

import sys

import numpy as np

# from numpy.typing import ArrayLike

if (sys.version_info.major == 3) & (sys.version_info.minor >= 8):
    from typing import Iterable, Callable
else:
    from typing_extensions import * #Iterable, Callable


def get_optimal_proba_threshold(score_func: Callable,
                                # y_true: ArrayLike,
                                # proba: ArrayLike,
                                y_true,
                                proba,
                                threshold_set: Iterable = None):
    """
    """
    scores = {}

    if threshold_set is None:
        threshold_set = np.arange(0, 1, 0.1)

    for threshold in threshold_set:

        y_pred = (proba >= threshold).astype(int)

        scores[threshold] = score_func(y_true, y_pred)

    return max(scores, key=scores.get)