Statstical Performance of XGBoost in Model screening Test set
Hello, I am using Model screening and Nested cross validation to compare several ML models for the classification of a disease. XGBoost is performing the best across Test folds for ROC- AUC and Misclassification rate. But when I want to look in more detail to other statistics by performing Decision Threshold analysis I get all performances (F1-scores, MCC, Sens, Spec? etc..) for all other models b...