On Saturday I gave the presentation “Predicting Purchases, Rare Diseases, and More: Using Ordinal Regression to Estimate Rare Event Probabilities” at Data Con LA 2023. I discussed using the proportional odds ordinal regression model to improve the estimation of probability estimates in classification with class imbalance. I built up to discussing PRESTO, the method developed by my advisor Jacob Bien and I for estimating rare event probabilities in this context.
You can watch a video of the talk here. You can see the slides and code for this talk at this GitHub repo, as well as links to other related resources.