I am building my model in Python to classify customer in buyer/ non-buyer category. I used mutiple agorithms for this problem and then after evaluation selecting the best out of all.
sklearn package in python gives me an array of FPR,TPR and threshold for all my predicted records.
While analyzing the value of FPR,TPR and threshold I got confused how to interpret threshold value. I am getting threshold value for each record.
For example: My testing dataset consist of 100 records tehn I got array of size 100 for TPR,FPR and threshold.
How to decide the optimium threshold for my model using these values??
from sklearn import metrics fpr, tpr,threshold = metrics.roc_curve( Y_test, status[:,1])