Physical Sciences and Mathematics Commons^™

Estimating The Optimal Cutoff Point For Logistic Regression, Zheng Zhang

Open Access Theses & Dissertations

Binary classification is one of the main themes of supervised learning. This research is concerned about determining the optimal cutoff point for the continuous-scaled outcomes (e.g., predicted probabilities) resulting from a classifier such as logistic regression. We make note of the fact that the cutoff point obtained from various methods is a statistic, which can be unstable with substantial variation. Nevertheless, due partly to complexity involved in estimating the cutpoint, there has been no formal study on the variance or standard error of the estimated cutoff point.

In this Thesis, a bootstrap aggregation method is put forward to estimate the …