I am designing a classifier for an Imbalanced Data set. I have a queries regarding choosing the threshold for a classifier, currently I am using mean of the predicted probabilities as the threshold and I am maximizing the recall on positive classes. Is this a correct way of choosing a threshold (I.e. mean of predicted probabilities) or I should try doing something like this book by using recall as a metric on KFold cross validation.
Any suggestion would be highly appreciable. Thanks :)