Practical Statistics for Data Scientists
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Practical Statistics for Data Scientists
5. Classification

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Evaluating classification models

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Accuracy

The percent/proportion of cases classified correctly

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image.png
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Confusion matrix

A tabular display of the record counts by their predicted and actual classification status

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The rare class problem

Depending on the relative cost, need to make the trade-off between false positives and false negatives
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Precision, recall, and specificity

Term
Description
Interpretation
Formula
R code
1
Specificity
The percent/proportion of 0s correctly classified
Measures a model's ability to predict a negative outcome
image.png
conf_mat[2,2]/sum(conf_mat[2,])
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Precision
The percent/proportion of predicted 1s that are actually 1s
The accuracy of a predicted positive outcome
image.png
conf_mat[1,1]/sum(conf_mat[,1])
3
Sensitivity/Recall
The percent/proportion of 1s correctly classified
Measure the strength of the model to predict a positive outcome
image.png
conf_mat[1,1]/sum(conf_mat[1,])
There are no rows in this table
3
Count
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Receiver Operating Characteristics (ROC) curve

A plot of trade-off between sensitivity and specificity as
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image.png
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Precision-recall curve


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Area under the curve (AUC)


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Lift

A measure of how effective the model is at identifying (comparatively rare) 1s at different probability cutoffs

Accuracy
Confusion matrix
The rare class problem
Precision, recall, and specificity
Receiver Operating Characteristics (ROC) curve
Precision-recall curve
Area under the curve (AUC)
Lift
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