Threshold function is a common practice in multi-label learning to return as the learned model. In this case, in order to decide the proper label set for unseen instance, the real-valued ouput f(x, y) on each label should be calibrated against the thresholding function output t(x)
Generally, threshold calibration can be accomplished with two strategies. i.e. setting t(x) as constant function or inducing t(x) from the training examples. For the first strategy, the calibration constant can be set to minimize the difference on certain multi-label indicator between the training set and test set. Of course, 0.5 is the popular choice for calibration constant. For the second strategy, the popular is to assume a linear model for t(x): t(x) = w * f(x) + b.To work out the q-dimensional weight vector w and b, the following linear least squares problem is solved based on the training set D.