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NILM is often formulated as a classification (ON\/OFF) problem for each device. However, the training datasets gathered by smart meters do not contain these labels, but only the electric consumption at every time interval. This paper addresses a fundamental methodological problem in how a NILM problem is posed, namely how the different possible thresholding methods lead to different classification problems. Standard datasets and NILM deep learning models are used to illustrate how the choice of thresholding method affects the output results. Some criteria that should be considered for the choice of such methods are also proposed. Finally, we propose a slight modification to current deep learning models for multi-tasking, i.e. tackling the classification and regression problems simultaneously. 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