Help adding constrains with custom fuctions

[mirix]

Hello,

My first attempt with Pulp, there are no errors but it does nothing:

from pulp import *

def calculate_recall(threshold):
	y_pred = (rforest.predict_proba(X_test_scaled)[:,1] >= threshold).astype(int)
	tp, fn, fp, tn = metrics.confusion_matrix(y_test, y_pred).ravel()
	recall = tn / (tn + fp)
	return recall
	
def calculate_precision(threshold):
	y_pred = (rforest.predict_proba(X_test_scaled)[:,1] >= threshold).astype(int)
	tp, fn, fp, tn = metrics.confusion_matrix(y_test, y_pred).ravel()
	precision = tn / (tn + fn)
	return precision

print(calculate_recall(0.5))
print(calculate_precision(0.5))

prob = LpProblem('precission_recall', LpMaximize)
thres = LpVariable('threshold', 0, 1, cat='Continuous')
#prob += calculate_precision(thres) > 0.9
prob += calculate_recall(thres)

prob.solve()

print("Status:", LpStatus[prob.status])

for v in prob.variables():
	print(v.name, "=", v.varValue)

obj = value(prob.objective)
print(str(obj))

I am trying to maximise calculate_recall by sampling values of the variable thres from 0 to 1.

calculate_recal is a custom function.

At the same time, I would like to add a constrain so that calculate_precision is > 0.9

[mirix]

The brute force approach is fast enough (probably faster than the optimiser) but I wanted to learn:

def calculate_recall(threshold):
	y_pred = (rforest.predict_proba(X_test_scaled)[:,1] >= threshold).astype(int)
	tp, fn, fp, tn = metrics.confusion_matrix(y_test, y_pred).ravel()
	recall = tn / (tn + fp)
	return recall
	
def calculate_precision(threshold):
	y_pred = (rforest.predict_proba(X_test_scaled)[:,1] >= threshold).astype(int)
	tp, fn, fp, tn = metrics.confusion_matrix(y_test, y_pred).ravel()
	precision = tn / (tn + fn)
	return precision

for p in np.arange(.9, 1.01, .01).round(2):
	largest = None
	for i in np.arange(0, 1.01, 0.01).round(2):
		precision = calculate_precision(i)
		if precision >= p:
			recall = calculate_recall(i)
			if largest is None or recall > largest :
				thres = i
				largest = recall
				precission = precision