In the last segment, you saw that the ROC curve essentially shows you a trade-off between the sensitivity and specificity. But how do you find the optimal threshold in order to get a decent accuracy, sensitivity, as well as specificity? Let’s hear what Rahim has to say.

So, first Rahim calculated the values of accuracy, sensitivity, and specificity at different cut-off values and stored them in a dataframe using the code below:

```
# Now let's calculate accuracy sensitivity and specificity for various probability cutoffs.
cutoff_df = pd.DataFrame( columns = ['prob','accuracy','sensi','speci'])
from sklearn.metrics import confusion_matrix
# TP = confusion[1,1] # true positive
# TN = confusion[0,0] # true negatives
# FP = confusion[0,1] # false positives
# FN = confusion[1,0] # false negatives
num = [0.0,0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9]
for i in num:
cm1 = metrics.confusion_matrix(y_train_pred_final.Churn, y_train_pred_final[i] )
total1=sum(sum(cm1))
accuracy = (cm1[0,0]+cm1[1,1])/total1
speci = cm1[0,0]/(cm1[0,0]+cm1[0,1])
sensi = cm1[1,1]/(cm1[1,0]+cm1[1,1])
cutoff_df.loc[i] =[ i ,accuracy,sensi,speci]
print(cutoff_df)
```

The key takeaway from this code is the accuracy, sensitivity, and specificity values which have been calculated using the appropriate elements in the confusion matrix. The code outputted the following dataframe:

As you can see, when the probability thresholds are very low, the sensitivity is very high and specificity is very low. Similarly, for larger probability thresholds, the sensitivity values are very low but the specificity values are very high. And at about 0.3, the three metrics seem to be almost equal with decent values and hence, we choose 0.3 as the optimal cut-off point. The following graph also showcases that at about 0.3, the three metrics intersect.

As you can see, at about a threshold of 0.3, the curves of accuracy, sensitivity and specificity intersect, and they all take a value of around 77-78%.

Now, as Rahim mentioned, you could’ve chosen any other cut-off point as well based on which of these metrics you want to be high. If you want to capture the ‘Churns’ better, you could have let go of a little accuracy and would’ve chosen an even lower cut-off and vice-versa. It is completely dependent on the situation you’re in. In this case, we just chose the ‘Optimal’ cut-off point to give you a fair idea of how the thresholds should be chosen.