Voigt, Tobias; Fried, Roland; Backes, Michael; Rhode, … - In: Advances in Data Analysis and Classification 8 (2014) 2, pp. 195-216
We introduce a method to minimize the mean square error (MSE) of an estimator which is derived from a classification. The method chooses an optimal discrimination threshold in the outcome of a classification algorithm and deals with the problem of unequal and unknown misclassification costs and...