Using Cut Off Node and Interpreting Predicted Probabilities.

[ajosh]

Hi All,

This is in continuation with my earlier post on whether the original priors (which is not 50:50, but 2:98 for Y and N) have to be used when I am modeling on a balanced dataset in SAS EM. Thanks for your response. I could see that the original priors will have to be used to remove the "bias" introduced due to oversampling the minority instances. Later on, I can use these results on the same dataset to check how many instances who were originally tagged as "Y" have been correctly classified.

Some questions that I am not able to understand in this analysis are:

1) There is another strategy (to handle class imbalance, called cost sensitive learning) of using the profit/loss matrix in the decision processing option for the input dataset. I specify the profit/loss/weights for each decision of TP, TN, FP, FN in this decision processing node. No oversampling is used. Decision trees are supposed to consider that decision which yields the max profit by considering profit/weights as well as proportions of Y and N at each node. But it seems that here again SAS EM has chosen 0.5 as the decision threshold, because of which only 75 out of 1840 minority classes have been chosen as TP.

2) In the exported dataset of the above decision tree model, I did a comparison of certain flags (From_Target_Flag, Into_Target_Flag) and (Actual Target Flag and Decision_Target_Flag) and found the following results:

a) The above mentioned count of TP = 75 occurs for only 2 nodes of the decision tree where the following condition is satisfied: From_Target_Flag = Y and Into_Target_Flag = Y. These nodes have predicted probability > 0.5. (one has 0.53 and other has 0.9).

b) The count of TP (could be proxy) = 1271 occurs for around 7 nodes of the decision tree where the following condition is satisfied: Actual Target Flag = Y and Decision_Target_Flag = Y. These nodes have predicted probability which varies from 0.14 to 0.9.

So to summarize, which is the correct approach for finding the count of TP from question 2) and if necessary, how to implement the cut off node for selecting a smaller decision threshold from question 1).

Also attached is the table from cut off node for default value of 0.5 used post running the decision tree.

Thanks and Regards,

Aditya.

Cut Off	Cumulative Expected Profit	Count of TP	Count of FP	Count of TN	Count of FN	Count of Predicted Positives	Count of Predicted Negatives	Count of FP and FN	Count of TP and TN	Overall Classification Rate	Change Count TP	Change Count FP	TP Rate	TN Rate	FP Rate	Event Precision Rate	Non Event Precision Rate	Overall Precision Rate	DataRole
0.99	-4.92954348	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.99	-7.896983998	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.98	-9.859086961	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.98	-15.793968	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.97	-14.78863044	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.97	-23.69095199	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.96	-19.71817392	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.96	-31.58793599	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.95	-24.6477174	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.95	-39.48491999	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.94	-29.57726088	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.94	-47.38190399	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.93	-34.50680436	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.93	-55.27888799	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.92	-39.43634784	0	0	63042	1286	0	64328	1286	63042	98.000871	0	0	0	100	0	NaN	98.00087054	NaN	TRAIN
0.92	-63.17587199	0	0	27020	552	0	27572	552	27020	97.997969	0	0	0	100	0	NaN	97.99796895	NaN	VALIDATE
0.91	-44.36589132	10	2	63040	1276	12	64316	1278	63050	98.013307	10	2	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.91	-71.07285598	5	2	27018	547	7	27565	549	27023	98.00885	5	2	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.9	-49.2954348	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.9	-78.96983998	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.89	-54.22497828	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.89	-86.86682398	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.88	-59.15452176	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.88	-94.76380798	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.87	-64.08406524	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.87	-102.660792	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.86	-69.01360873	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.86	-110.557776	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.85	-73.94315221	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.85	-118.45476	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.84	-78.87269569	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.84	-126.351744	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.83	-83.80223917	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.83	-134.248728	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.82	-88.73178265	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.82	-142.145712	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.81	-93.66132613	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.81	-150.042696	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.8	-98.59086961	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.8	-157.93968	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.79	-103.5204131	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.79	-165.836664	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.78	-108.4499566	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.78	-173.733648	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.77	-113.3795	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.77	-181.630632	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.76	-118.3090435	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.76	-189.527616	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.75	-123.238587	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.75	-197.4246	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.74	-128.1681305	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.74	-205.321584	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.73	-133.097674	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.73	-213.218568	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.72	-138.0272175	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.72	-221.115552	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.71	-142.9567609	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.71	-229.0125359	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.7	-147.8863044	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.7	-236.9095199	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.69	-152.8158479	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.69	-244.8065039	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.68	-157.7453914	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.68	-252.7034879	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.67	-162.6749349	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.67	-260.6004719	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.66	-167.6044783	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.66	-268.4974559	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.65	-172.5340218	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.65	-276.3944399	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.64	-177.4635653	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.64	-284.2914239	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.63	-182.3931088	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.63	-292.1884079	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.62	-187.3226523	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.62	-300.0853919	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.61	-192.2521957	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.61	-307.9823759	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.6	-197.1817392	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.6	-315.8793599	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.59	-202.1112827	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.59	-323.7763439	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.58	-207.0408262	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.58	-331.6733279	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.57	-211.9703697	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.57	-339.5703119	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.56	-216.8999131	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.56	-347.4672959	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.55	-221.8294566	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.55	-355.3642799	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.54	-226.7590001	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.54	-363.2612639	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.53	-231.6885436	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.53	-371.1582479	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.52	-236.6180871	10	2	63040	1276	12	64316	1278	63050	98.013307	0	0	0.777605	99.996828	0.00317249	83.33333333	98.01604577	90.67468955	TRAIN
0.52	-379.0552319	5	2	27018	547	7	27565	549	27023	98.00885	0	0	0.9057971	99.992598	0.00740192	71.42857143	98.01559949	84.72208546	VALIDATE
0.51	-241.5476305	55	89	62953	1231	144	64184	1320	63008	97.948016	45	87	4.2768274	99.858824	0.14117572	38.19444444	98.08207653	68.13826049	TRAIN
0.51	-386.9522159	20	46	26974	532	66	27506	578	26994	97.90367	15	44	3.6231884	99.829756	0.17024426	30.3030303	98.06587654	64.18445342	VALIDATE
0.5	-246.477174	55	89	62953	1231	144	64184	1320	63008	97.948016	0	0	4.2768274	99.858824	0.14117572	38.19444444	98.08207653	68.13826049	TRAIN
0.5	-394.8491999	20	46	26974	532	66	27506	578	26994	97.90367	0	0	3.6231884	99.829756	0.17024426	30.3030303	98.06587654	64.18445342	VALIDATE
0.49	-251.4067175	55	89	62953	1231	144	64184	1320	63008	97.948016	0	0	4.2768274	99.858824	0.14117572	38.19444444	98.08207653	68.13826049	TRAIN
0.49	-402.7461839	20	46	26974	532	66	27506	578	26994	97.90367	0	0	3.6231884	99.829756	0.17024426	30.3030303	98.06587654	64.18445342	VALIDATE
0.48	-256.336261	55	89	62953	1231	144	64184	1320	63008	97.948016	0	0	4.2768274	99.858824	0.14117572	38.19444444	98.08207653	68.13826049	TRAIN
0.48	-410.6431679	20	46	26974	532	66	27506	578	26994	97.90367	0	0	3.6231884	99.829756	0.17024426	30.3030303	98.06587654	64.18445342	VALIDATE
0.47	-261.2658045	515	1110	61932	771	1625	62703	1881	62447	97.075923	460	1021	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.47	-418.5401519	219	464	26556	333	683	26889	797	26775	97.109386	199	418	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.46	-266.1953479	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.46	-426.4371359	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.45	-271.1248914	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.45	-434.3341199	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.44	-276.0544349	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.44	-442.2311039	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.43	-280.9839784	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.43	-450.1280879	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.42	-285.9135219	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.42	-458.0250719	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.41	-290.8430653	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.41	-465.9220559	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.4	-295.7726088	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.4	-473.8190399	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.39	-300.7021523	515	1110	61932	771	1625	62703	1881	62447	97.075923	0	0	40.046656	98.239269	1.76073094	31.69230769	98.77039376	65.23135073	TRAIN
0.39	-481.7160239	219	464	26556	333	683	26889	797	26775	97.109386	0	0	39.673913	98.282754	1.71724648	32.06442167	98.76157537	65.41299852	VALIDATE
0.38	-305.6316958	534	1172	61870	752	1706	62622	1924	62404	97.009078	19	62	41.524106	98.140922	1.85907807	31.30128957	98.79914407	65.05021682	TRAIN
0.38	-489.6130079	228	479	26541	324	707	26865	803	26769	97.087625	9	15	41.304348	98.227239	1.77276092	32.24893918	98.79396985	65.52145451	VALIDATE
0.37	-310.5612393	534	1172	61870	752	1706	62622	1924	62404	97.009078	0	0	41.524106	98.140922	1.85907807	31.30128957	98.79914407	65.05021682	TRAIN
0.37	-497.5099919	228	479	26541	324	707	26865	803	26769	97.087625	0	0	41.304348	98.227239	1.77276092	32.24893918	98.79396985	65.52145451	VALIDATE
0.36	-315.4907827	534	1172	61870	752	1706	62622	1924	62404	97.009078	0	0	41.524106	98.140922	1.85907807	31.30128957	98.79914407	65.05021682	TRAIN
0.36	-505.4069759	228	479	26541	324	707	26865	803	26769	97.087625	0	0	41.304348	98.227239	1.77276092	32.24893918	98.79396985	65.52145451	VALIDATE
0.35	-320.4203262	534	1172	61870	752	1706	62622	1924	62404	97.009078	0	0	41.524106	98.140922	1.85907807	31.30128957	98.79914407	65.05021682	TRAIN
0.35	-513.3039599	228	479	26541	324	707	26865	803	26769	97.087625	0	0	41.304348	98.227239	1.77276092	32.24893918	98.79396985	65.52145451	VALIDATE
0.34	-325.3498697	534	1172	61870	752	1706	62622	1924	62404	97.009078	0	0	41.524106	98.140922	1.85907807	31.30128957	98.79914407	65.05021682	TRAIN
0.34	-521.2009439	228	479	26541	324	707	26865	803	26769	97.087625	0	0	41.304348	98.227239	1.77276092	32.24893918	98.79396985	65.52145451	VALIDATE
0.33	-330.2794132	546	1220	61822	740	1766	62562	1960	62368	96.953115	12	48	42.457232	98.064782	1.93521779	30.91732729	98.81717336	64.86725033	TRAIN
0.33	-529.0979279	233	509	26511	319	742	26830	828	26744	96.996953	5	30	42.210145	98.11621	1.88378979	31.40161725	98.81103243	65.10632484	VALIDATE
0.32	-335.2089567	595	1424	61618	691	2019	62309	2115	62213	96.712163	49	204	46.267496	97.741188	2.25881159	29.47003467	98.89101093	64.1805228	TRAIN
0.32	-536.9949119	255	621	26399	297	876	26696	918	26654	96.670535	22	112	46.195652	97.701702	2.29829756	29.10958904	98.88747378	63.99853141	VALIDATE
0.31	-340.1385001	595	1424	61618	691	2019	62309	2115	62213	96.712163	0	0	46.267496	97.741188	2.25881159	29.47003467	98.89101093	64.1805228	TRAIN
0.31	-544.8918959	255	621	26399	297	876	26696	918	26654	96.670535	0	0	46.195652	97.701702	2.29829756	29.10958904	98.88747378	63.99853141	VALIDATE
0.3	-345.0680436	595	1424	61618	691	2019	62309	2115	62213	96.712163	0	0	46.267496	97.741188	2.25881159	29.47003467	98.89101093	64.1805228	TRAIN
0.3	-552.7888799	255	621	26399	297	876	26696	918	26654	96.670535	0	0	46.195652	97.701702	2.29829756	29.10958904	98.88747378	63.99853141	VALIDATE
0.29	-349.9975871	595	1424	61618	691	2019	62309	2115	62213	96.712163	0	0	46.267496	97.741188	2.25881159	29.47003467	98.89101093	64.1805228	TRAIN
0.29	-560.6858639	255	621	26399	297	876	26696	918	26654	96.670535	0	0	46.195652	97.701702	2.29829756	29.10958904	98.88747378	63.99853141	VALIDATE
0.28	-354.9271306	595	1424	61618	691	2019	62309	2115	62213	96.712163	0	0	46.267496	97.741188	2.25881159	29.47003467	98.89101093	64.1805228	TRAIN
0.28	-568.5828479	255	621	26399	297	876	26696	918	26654	96.670535	0	0	46.195652	97.701702	2.29829756	29.10958904	98.88747378	63.99853141	VALIDATE
0.27	-359.8566741	595	1424	61618	691	2019	62309	2115	62213	96.712163	0	0	46.267496	97.741188	2.25881159	29.47003467	98.89101093	64.1805228	TRAIN
0.27	-576.4798319	255	621	26399	297	876	26696	918	26654	96.670535	0	0	46.195652	97.701702	2.29829756	29.10958904	98.88747378	63.99853141	VALIDATE
0.26	-364.7862175	625	1597	61445	661	2222	62106	2258	62070	96.489864	30	173	48.600311	97.466768	2.53323181	28.12781278	98.93569059	63.53175169	TRAIN
0.26	-584.3768159	265	695	26325	287	960	26612	982	26590	96.438416	10	74	48.007246	97.427831	2.57216876	27.60416667	98.92153916	63.26285291	VALIDATE
0.25	-369.715761	683	1937	61105	603	2620	61708	2540	61788	96.051486	58	340	53.11042	96.927445	3.0725548	26.06870229	99.02281714	62.54575971	TRAIN
0.25	-592.2737999	289	829	26191	263	1118	26454	1092	26480	96.03946	24	134	52.355072	96.931902	3.06809771	25.84973166	99.00582143	62.42777654	VALIDATE
0.24	-374.6453045	683	1937	61105	603	2620	61708	2540	61788	96.051486	0	0	53.11042	96.927445	3.0725548	26.06870229	99.02281714	62.54575971	TRAIN
0.24	-600.1707839	289	829	26191	263	1118	26454	1092	26480	96.03946	0	0	52.355072	96.931902	3.06809771	25.84973166	99.00582143	62.42777654	VALIDATE
0.23	-379.574848	683	1937	61105	603	2620	61708	2540	61788	96.051486	0	0	53.11042	96.927445	3.0725548	26.06870229	99.02281714	62.54575971	TRAIN
0.23	-608.0677679	289	829	26191	263	1118	26454	1092	26480	96.03946	0	0	52.355072	96.931902	3.06809771	25.84973166	99.00582143	62.42777654	VALIDATE
0.22	-384.5043915	683	1937	61105	603	2620	61708	2540	61788	96.051486	0	0	53.11042	96.927445	3.0725548	26.06870229	99.02281714	62.54575971	TRAIN
0.22	-615.9647519	289	829	26191	263	1118	26454	1092	26480	96.03946	0	0	52.355072	96.931902	3.06809771	25.84973166	99.00582143	62.42777654	VALIDATE
0.21	-389.4339349	685	1952	61090	601	2637	61691	2553	61775	96.031277	2	15	53.265941	96.903652	3.09634847	25.97648843	99.02578982	62.50113913	TRAIN
0.21	-623.8617359	290	835	26185	262	1125	26447	1097	26475	96.021326	1	6	52.536232	96.909697	3.09030348	25.77777778	99.00933943	62.39355861	VALIDATE
0.2	-394.3634784	685	1952	61090	601	2637	61691	2553	61775	96.031277	0	0	53.265941	96.903652	3.09634847	25.97648843	99.02578982	62.50113913	TRAIN
0.2	-631.7587199	290	835	26185	262	1125	26447	1097	26475	96.021326	0	0	52.536232	96.909697	3.09030348	25.77777778	99.00933943	62.39355861	VALIDATE
0.19	-399.2930219	693	2020	61022	593	2713	61615	2613	61715	95.938005	8	68	53.888025	96.795787	3.20421306	25.54367858	99.03757202	62.2906253	TRAIN
0.19	-639.6557039	293	865	26155	259	1158	26414	1124	26448	95.923401	3	30	53.07971	96.798668	3.20133235	25.30224525	99.01945938	62.16085231	VALIDATE
0.18	-404.2225654	817	3140	59902	469	3957	60371	3609	60719	94.38969	124	1120	63.530327	95.019194	4.98080645	20.64695476	99.22313694	59.93504585	TRAIN
0.18	-647.5526879	346	1311	25709	206	1657	25915	1517	26055	94.498041	53	446	62.681159	95.148038	4.85196151	20.88111044	99.20509358	60.04310201	VALIDATE
0.17	-409.1521089	817	3140	59902	469	3957	60371	3609	60719	94.38969	0	0	63.530327	95.019194	4.98080645	20.64695476	99.22313694	59.93504585	TRAIN
0.17	-655.4496719	346	1311	25709	206	1657	25915	1517	26055	94.498041	0	0	62.681159	95.148038	4.85196151	20.88111044	99.20509358	60.04310201	VALIDATE
0.16	-414.0816524	817	3140	59902	469	3957	60371	3609	60719	94.38969	0	0	63.530327	95.019194	4.98080645	20.64695476	99.22313694	59.93504585	TRAIN
0.16	-663.3466559	346	1311	25709	206	1657	25915	1517	26055	94.498041	0	0	62.681159	95.148038	4.85196151	20.88111044	99.20509358	60.04310201	VALIDATE
0.15	-419.0111958	821	3183	59859	465	4004	60324	3648	60680	94.329064	4	43	63.841369	94.950985	5.04901494	20.5044955	99.22916252	59.86682901	TRAIN
0.15	-671.2436398	347	1325	25695	205	1672	25900	1530	26042	94.450892	1	14	62.862319	95.096225	4.90377498	20.75358852	99.20849421	59.98104136	VALIDATE
0.14	-423.9407393	872	3820	59222	414	4692	59636	4234	60094	93.418107	51	637	67.807154	93.940548	6.05945243	18.58482523	99.30578845	58.94530684	TRAIN
0.14	-679.1406238	375	1597	25423	177	1972	25600	1774	25798	93.565936	28	272	67.934783	94.089563	5.91043671	19.01622718	99.30859375	59.16241047	VALIDATE
0.13	-428.8702828	872	3820	59222	414	4692	59636	4234	60094	93.418107	0	0	67.807154	93.940548	6.05945243	18.58482523	99.30578845	58.94530684	TRAIN
0.13	-687.0376078	375	1597	25423	177	1972	25600	1774	25798	93.565936	0	0	67.934783	94.089563	5.91043671	19.01622718	99.30859375	59.16241047	VALIDATE
0.12	-433.7998263	872	3820	59222	414	4692	59636	4234	60094	93.418107	0	0	67.807154	93.940548	6.05945243	18.58482523	99.30578845	58.94530684	TRAIN
0.12	-694.9345918	375	1597	25423	177	1972	25600	1774	25798	93.565936	0	0	67.934783	94.089563	5.91043671	19.01622718	99.30859375	59.16241047	VALIDATE
0.11	-438.7293698	888	4074	58968	398	4962	59366	4472	59856	93.048128	16	254	69.051322	93.537642	6.46235843	17.89600967	99.32958259	58.61279613	TRAIN
0.11	-702.8315758	383	1720	25300	169	2103	25469	1889	25683	93.148847	8	123	69.384058	93.634345	6.36565507	18.21207798	99.33644823	58.77426311	VALIDATE
0.1	-443.6589132	888	4074	58968	398	4962	59366	4472	59856	93.048128	0	0	69.051322	93.537642	6.46235843	17.89600967	99.32958259	58.61279613	TRAIN
0.1	-710.7285598	383	1720	25300	169	2103	25469	1889	25683	93.148847	0	0	69.384058	93.634345	6.36565507	18.21207798	99.33644823	58.77426311	VALIDATE
0.09	-448.5884567	888	4074	58968	398	4962	59366	4472	59856	93.048128	0	0	69.051322	93.537642	6.46235843	17.89600967	99.32958259	58.61279613	TRAIN
0.09	-718.6255438	383	1720	25300	169	2103	25469	1889	25683	93.148847	0	0	69.384058	93.634345	6.36565507	18.21207798	99.33644823	58.77426311	VALIDATE
0.08	-453.5180002	897	4280	58762	389	5177	59151	4669	59659	92.741885	9	206	69.751166	93.210875	6.78912471	17.32663705	99.34236108	58.33449906	TRAIN
0.08	-726.5225278	386	1799	25221	166	2185	25387	1965	25607	92.873205	3	79	69.927536	93.341969	6.65803109	17.66590389	99.34612203	58.50601296	VALIDATE
0.07	-458.4475437	897	4280	58762	389	5177	59151	4669	59659	92.741885	0	0	69.751166	93.210875	6.78912471	17.32663705	99.34236108	58.33449906	TRAIN
0.07	-734.4195118	386	1799	25221	166	2185	25387	1965	25607	92.873205	0	0	69.927536	93.341969	6.65803109	17.66590389	99.34612203	58.50601296	VALIDATE
0.06	-463.3770872	925	5113	57929	361	6038	58290	5474	58854	91.490486	28	833	71.92846	91.889534	8.11046604	15.31964227	99.38068279	57.35016253	TRAIN
0.06	-742.3164958	397	2163	24857	155	2560	25012	2318	25254	91.59292	11	364	71.92029	91.994819	8.00518135	15.5078125	99.38029746	57.44405498	VALIDATE
0.05	-468.3066306	1102	11308	51734	184	12410	51918	11492	52836	82.135307	177	6195	85.692068	82.062752	17.9372482	8.879935536	99.64559498	54.26276526	TRAIN
0.05	-750.2134798	467	4841	22179	85	5308	22264	4926	22646	82.134049	70	2678	84.601449	82.083642	17.9163583	8.798040693	99.61821775	54.20812922	VALIDATE
0.04	-473.2361741	1104	11394	51648	182	12498	51830	11576	52752	82.004726	2	86	85.847589	81.926335	18.0736652	8.833413346	99.64885202	54.24113268	TRAIN
0.04	-758.1104638	467	4882	22138	85	5349	22223	4967	22605	81.985347	0	41	84.601449	81.931902	18.0680977	8.730603851	99.61751339	54.17405862	VALIDATE
0.03	-478.1657176	1156	14391	48651	130	15547	48781	14521	49807	77.426626	52	2997	89.891135	77.172361	22.8276387	7.435518106	99.7335028	53.58451045	TRAIN
0.03	-766.0074478	490	6135	20885	62	6625	20947	6197	21375	77.5243	23	1253	88.768116	77.294597	22.7054034	7.396226415	99.70401489	53.55012065	VALIDATE
0.02	-483.0952611	1194	17693	45349	92	18887	45441	17785	46543	72.35263	38	3302	92.846034	71.934583	28.0654167	6.321808651	99.79753967	53.05967416	TRAIN
0.02	-773.9044318	511	7539	19481	41	8050	19522	7580	19992	72.508342	21	1404	92.572464	72.098446	27.9015544	6.347826087	99.78998053	53.06890331	VALIDATE
0.01	-488.0248046	1204	18975	44067	82	20179	44149	19057	45271	70.375264	10	1282	93.623639	69.901018	30.0989816	5.966598939	99.81426533	52.89043213	TRAIN
0.01	-781.8014158	514	8061	18959	38	8575	18997	8099	19473	70.625997	3	522	93.115942	70.166543	29.8334567	5.994169096	99.79996842	52.89706876	VALIDATE
0	-492.954348	1286	63042	0	0	64328	0	63042	1286	1.9991295	82	44067	100	0	100	1.999129462	NaN	NaN	TRAIN
0	-789.6983998	552	27020	0	0	27572	0	27020	552	2.002031	38	18959	100	0	100	2.002031046	NaN	NaN	VALIDATE

[M_Maldonado · Accepted solution]

Hi Aditya,

Thanks for including your results so clearly. It sure helps!

Comments to your questions

If I read your post right, cost sensitive learning is available in SAS Enterprise Miner using the profit matrix in the Decision Weights options?

It is correct that if a profit matrix is defined, the Decision Tree node will select the tree that has the largest average profit and smallest average loss.

When you say that this pruned tree has "0.5 decision threshold", you mean that the predicted probability cutoff is 0.5? This default cutoff is expected for all models, unless you change it in the SAS cutoff node. The fact that you used a profit matrix in your decision weights to find a pruned tree does not override your 0.5 cutoff for your predicted probabilities.

For 2), you are checking the number of true positives, correct? Is that what you are doing? A suggestion on how to do it below.

Connect a SAS Code node to your diagram, open the editor, paste the below, and run it. You will get tables for the TP FP TN FN of your training and validation data. It will work as long as you have defined a target on your metadata and you have both training and validation data.

          title1 "Training data TP FP TN FN";

          proc tabulate data=&EM_IMPORT_DATA;

          class f_%EM_TARGET i_%EM_TARGET;

          table f_%EM_TARGET,i_%EM_TARGET*n;

          run;

          title1"";

          title1 "Validation data TP FP TN FN";

          proc tabulate data=&EM_IMPORT_VALIDATE;

          class f_%EM_TARGET i_%EM_TARGET;

          table f_%EM_TARGET,i_%EM_TARGET*n;

          run;

          title1"";

Additional comments

It seems to me that your decision tree is not helping you very much. I plotted your Positive Rates and your Cumulative Expected profit. Your positive curve rates do not look too good. And your Cummulative expected profit is basically telling you "accept everybody so that you don't lose money and break even". I would suggest to try to get a better model before paying too much attention to the cumulative expected profits.

Further reading

For an example of what "good" positive rates look like, see the positive rates of the example in this tip ().

Since you are dealing with a rare target, the only other doc I can think of is the "Detecting Rare Classes" in the SAS Enterprise Miner reference help. It is in the Predictive Modeling chapter.

I hope it helps. Good luck!

Miguel

[ajosh]

Hi Miguel,

I would like to reiterate few aspects related to this analysis (which you also have pointed out in your reply above):

1) Using profit/cost matrix is one of the solutions/strategies to address the class imbalance problem (in my case Y:N = 2%:98%).

2) Even if we use the profit/cost matrix, this doesnt override the default probabilities for forming decisions(predictions) Y or N. Hence I have used a cut off node after the model comparison (trees v/s logistic regression).

3) I would like to state that I had used the following weights (with maximize option) in decision properties: 5, -100, -10, 1 for TP, FN, FP and TN respectively. The issue I see here is that FN have been given 20 times more weightage than TP. Hence is there a specific logic by which these weight assignments can be done correctly.

I would like to specify that this analysis is about identification of fraudulent persons which are already low in number than the overall non fraudulent ones. Hence I had given highest penalty (-ve profit) for those people who commit fraud but are tagged as non fraudulent by the model. Do suggest me if there is an alternative scheme of correctly specifying the profit/loss matrix in SAS E-Miner.

Thanks a lot for your comments in this regard.

Aditya.

[ajosh]

Hi Miguel,

As a follow up reply, I forgot to mention that one of the methods which tells us how to specify the optimal cut off (which could be sub 0.5) is as follows:

1) We first calculate the total profit at each cut off value (from 0.01 to 0.99) as: weight for TP*TP count + weight for FN*FN count + weight for FP*FP count + weight of TN*TN count (note in my case weights for FN and FP are negative, and should be so considered while deriving the total profit).

2) Then we calculate the average profit at each cut off node as follows: Total Profit/Predicted Positives (where predicted positives are sum of TP and FP).

3) We pick that cut off value which gives us the highest average profit in validation dataset and is almost similar to the average profit in training dataset as well.

Do let me know if you could help me with assigning of proper weights to each outcomes as well as if the above formula needs to be modified for calculation for average profit. I think in general for fraud detection we need to have high TP and low FP and low FN isnt it?

Thanks,

Aditya.

[ajosh]

Hi Miguel,

I would like to reiterate few aspects related to this analysis (which you also have pointed out in your reply above):

1) Using profit/cost matrix is one of the solutions/strategies to address the class imbalance problem (in my case Y:N = 2%:98%).

2) Even if we use the profit/cost matrix, this doesnt override the default probabilities for forming decisions(predictions) Y or N. Hence I have used a cut off node after the model comparison (trees v/s logistic regression).

3) I would like to state that I had used the following weights (with maximize option) in decision properties: 5, -100, -10, 1 for TP, FN, FP and TN respectively. The issue I see here is that FN have been given 20 times more weightage than TP. Hence is there a specific logic by which these weight assignments can be done correctly.

I would like to specify that this analysis is about identification of fraudulent persons which are already low in number than the overall non fraudulent ones. Hence I had given highest penalty (-ve profit) for those people who commit fraud but are tagged as non fraudulent by the model. Do suggest me if there is an alternative scheme of correctly specifying the profit/loss matrix in SAS E-Miner.

As a follow up reply, I forgot to mention that one of the methods which tells us how to specify the optimal cut off (which could be sub 0.5) is as follows:

1) We first calculate the total profit at each cut off value (from 0.01 to 0.99) as: weight for TP*TP count + weight for FN*FN count + weight for FP*FP count + weight of TN*TN count (note in my case weights for FN and FP are negative, and should be so considered while deriving the total profit).

2) Then we calculate the average profit at each cut off node as follows: Total Profit/Predicted Positives (where predicted positives are sum of TP and FP).

3) We pick that cut off value which gives us the highest average profit in validation dataset and is almost similar to the average profit in training dataset as well.

Do let me know if you could help me with assigning of proper weights to each outcomes as well as if the above formula needs to be modified for calculation for average profit. I think in general for fraud detection we need to have high TP and low FP and low FN isnt it?

Thanks,

Aditya.

[ajosh]

Hi All,

Could someone please provide me with pointers on how to construct the misclassification matrix and how to choose the optimal cut off probability other than 0.5 in SAS Enterprise Miner, for the detailed explained in my earlier reply?

[M_Maldonado]

Hi Aditya,

Sorry, I haven't had time to look at all your questions in detail. See my crosspost in the discussion .

Also, check out this paper. The authors use the Cutoff node and custom coding to do something similar than what I think you are trying to do. Link to the paper: http://support.sas.com/resources/papers/proceedings12/127-2012.pdf

I hope it helps,

Miguel

[DougWielenga]

ajosh,

Modeling rare events (which is actually quite common) is often challenging for several reasons:  

  * The null model is highly accurate (2% response rate means any model assigning all to the nonevent is 98% accurate)

  * Failing to put any additional weight on correctly predicting the rare event can lead to a null model (for the reasons above)

  * Increasing the weight on correctly predicting the rare event results in picking far more observations having the event than actually do

It might be helpful to separate the tasks of modeling an outcome and taking action on the outcome. When modeling a rare event, you must often either oversample the rare event, add weight to correctly predicting the rare event, choose a model selection criteria that is not based on the classification, or some combination of these.  For reason stated above, misclassification is typically not a good selection criteria for modeling.   SAS Enterprise Miner always provides a classification based on which outcome is most likely.  When a target profile is created and decision weights are employed, SAS Enterprise Miner will also create variables containing the most profitable outcome based on the target profile you created.  The meaningfulness of that prediction is directly related to the applicability of the target profile weights.  

In general, modeling itself is more clear cut in that each analyst can pick and choose their criteria for building the 'best' model and then build the model.  The resulting probabilities can then be used to order the resulting observations.  Unfortunately for decision tree models, all of the observations in a single node are given the same score which is why some people run additional models within each terminal node to further separate the observations.  The choice of what to do with the ordered observations typically involves business decisioning.   The choice to investigate fraud can be costly, particularly if the person investigated is an honest loyal customer who just had an unusual situation.  The amount of money at stake, the customer's longevity/profitability with the business, and the future expected value of the customer are just a few things that might be considered.  This business decisioning usually creates far more complex criteria than can be simplified to a misclassification matrix which does not take the amount of money at risk into account. 

Simply put, whether you take the default decision based on the most likely outcome (typically inappropriate in a rare event), use the decision-weighted predicted outcome (assuming the decision profile accurately represents the business decisioning), or use some other strategy for selecting cases to investigate  (based on available resources, amount at risk, likelihood of fraud, etc...), the TP and FP come from the strategy you employ.  I clearly advocate business decisioning in determining how to proceed because the simple classification rate itself is not meaningful enough in rare events.  Even looking at the expected value of money at risk (e.g. the product of the probability of fraud and the amount at risk) will yield a different ordering of observations.  So there isn't a great answer to the question which cutoff to use without fully understanding the business objectives and priorities.  I tend to use some oversampling (but not to 50/50 because it under-represents the non-event) and decision weights with priors to allow variable selection and to get reasonable probabilities but then combine those probabilities with other information to determine the final prioritization/action for observations based on some more complex rules.