53 lines
1.3 KiB
Plaintext
53 lines
1.3 KiB
Plaintext
<subsection C addition>
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<frame>
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<split>
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<que>
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<list>
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<e>now lets add them together</e>
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<e>but also add a multiplicative constant #c# to one of them</e>
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<e>##<h>Eq(d,d_1+c*d_2)##</e>
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<e>depending on #c# the auc of the addition chances</e>
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</list>
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</que>
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<que>
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<i f="adda"></i>
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</que>
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</split>
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</frame>
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<frame>
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<split>
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<que>
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<list>
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<e>There is an optimum value of c</e>
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<e>and if you use a value of c that is way to large, it can actually hurt your auc</e>
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<e>so assume: #Eq(c,1)#(unweighted addition) is a #c# that is way to big for toptagging</e>
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<e>so lets calculate the perfect c for a given distribution</e>
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</list>
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</que>
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<que>
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<i f="abc" wmode=True>auc as function of c</i>
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</que>
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</split>
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</frame>
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%show animation here
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<frame>
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##Eq(mu_1B,0),Eq(mu_2B,0),Eq(mu_1S,1),Eq(mu_2S,c*alpha)##
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##Eq(sigma_iB,sigma_iS),Eq(sigma_1,s_1),Eq(sigma_2,alpha*c*s_2)##
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##Eq(mu_B,0),Eq(mu_S,1+c*alpha),Eq(sigma,sqrt(sigma_1**2+sigma_2**2))##
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fix the scale by demanding #Eq(mu_S,1)#, then maximum auc means minimum #sigma# (or #(sigma/s1)**2#)
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##Eq((sigma/s1)**2,(1+(s_2/s_1)**2*alpha**2*c**2)/(1+alpha*c))##
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</frame>
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<frame>
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##Eq(d/dc * (sigma/s1)**2,0)##
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##Eq((1/(1+alpha*c)**3)*2*y*(c*alpha*(s_2/s_1)**2-1),0)##
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##Eq(c,1/(alpha*(s_2/s_1)**2))##
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##Eq(alpha,1.0),Eq(s_2,0.75),Eq(s_1,0.5)##
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compare to numerics:
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##Eq(c,0.4444),Eq(c_n,0.4436),Eq(sigma_c_n,0.0024)##
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</frame> |