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我正在做流失分析。我用了

randomcv = RandomizedSearchCV(estimator=clf,param_distributions = params_grid,
                          cv=kfoldcv,n_iter=100, n_jobs=-1, scoring='roc_auc')

一切都很好,但后来,我用这种方式尝试了自定义评分功能

def gain_fn(y_true, y_prob):
    tp = np.where((y_prob>=0.025) & (y_true==1), 40000, 0)
    fp = np.where((y_prob>=0.025) & (y_true==0), -1000, 0)
    return np.sum([tp,fp])

scorer_fn = make_scorer(gain_fn, greater_is_better = True, needs_proba=True)

randomcv = RandomizedSearchCV(estimator=clf,param_distributions = params_grid,
                          cv=kfoldcv,n_iter=100, n_jobs=-1, scoring=scorer_fn)

但我想在 gain_fn 内部用某个类的值进行计算(它有 3 个可能的值)。如何选择正确的 y_pred 参数?有什么建议吗?谢谢!

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