Class Weighting
Balanced class weights changed the Brier score from 0.01231 to 0.10726. A threshold change can match recall without reproducing the weighted model.
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Bayesian Decision Theory (BDT)
Same posterior, P(p > 0.6) = 0.703716 throughout. The decision flips between a cost ratio of 3 and 4.
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Binary Cross-Entropy (BCE)
On events that happen 30% of the time, reporting 0.30 gave the lowest average loss at 0.610682. Reporting 0.20 or 0.40 both cost more.
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Mean Squared Error (MSE)
Square each error and average. Smooth to optimize and hard on big misses, but in squared units, so it is often reported as RMSE and minimized as MSE.
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Regression Models
A regression predicts an outcome; it does not tell you what would happen if you changed an input. Those are different questions with different requirements.