Compute the optimal threshold as average between the max good and min bad score when the F1 is 1 #23
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
Right now when there's a gap between the good samples and the bad ones and the anomaly score is 1 we select as threshold the minimum of bad scores, this is suboptimal as it doesn't make good usage of the existing gap.
With this PR if the F1 score is 1 the threshold is instead computed as the average between the max of good scores and min of bad scores
This is in example of the old behaviour
![cumulative_histogram](https://private-user-images.githubusercontent.com/14907613/323974744-31b39f10-41c3-47ab-893e-e9644fc51b5b.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJpc3MiOiJnaXRodWIuY29tIiwiYXVkIjoicmF3LmdpdGh1YnVzZXJjb250ZW50LmNvbSIsImtleSI6ImtleTUiLCJleHAiOjE3Mzk1NTYxNzUsIm5iZiI6MTczOTU1NTg3NSwicGF0aCI6Ii8xNDkwNzYxMy8zMjM5NzQ3NDQtMzFiMzlmMTAtNDFjMy00N2FiLTg5M2UtZTk2NDRmYzUxYjViLnBuZz9YLUFtei1BbGdvcml0aG09QVdTNC1ITUFDLVNIQTI1NiZYLUFtei1DcmVkZW50aWFsPUFLSUFWQ09EWUxTQTUzUFFLNFpBJTJGMjAyNTAyMTQlMkZ1cy1lYXN0LTElMkZzMyUyRmF3czRfcmVxdWVzdCZYLUFtei1EYXRlPTIwMjUwMjE0VDE3NTc1NVomWC1BbXotRXhwaXJlcz0zMDAmWC1BbXotU2lnbmF0dXJlPTY4NWY0ODg2NDc3MDc3NGI1MjhlNzBlMmY0ODFhMThlYTNmMDVjMGY3M2ZmYzJlOTQwODVjMzZkNGU3ODUwZjQmWC1BbXotU2lnbmVkSGVhZGVycz1ob3N0In0.QnN4kOp-rqVfrR_zEbCmAEsE2ltpnr7TyJvP_uuhWMQ)
And the new one