'How to optimize multiclass classification model for recall
I am working on a churn model with multiclass GBM classification. I am using the below code but not sure what I can do to maximize recall for classes 0 & 1. Would changing the order of classes help?
precision recall f1-score support
0 0.67 0.11 0.19 1035
1 0.90 0.03 0.06 2663
2 0.84 1.00 0.92 18835
accuracy 0.84 22533
macro avg 0.80 0.38 0.39 22533
weighted avg 0.84 0.84 0.78 22533
Code
param_test1 = {'max_depth':(3,5)}
estimator = GridSearchCV(estimator=GradientBoostingClassifier(learning_rate = 0.05, loss='deviance',subsample=0.8,random_state=10,
n_estimators=200),param_grid=param_test1,cv=2)
estimator.fit(df[predictors],df[target])
Sources
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