This document discusses various metrics used to evaluate machine learning models for regression and classification problems. For classification, it describes accuracy, logarithmic loss, confusion matrix, F1 score, specificity, sensitivity, and ROC curves. For regression, it discusses root mean squared error and mean squared error. It provides examples of calculating accuracy, recall, precision, F1 score, and specificity using a sample confusion matrix. It also demonstrates generating a confusion matrix for a binary classification problem with examples.
This document discusses various metrics used to evaluate machine learning models for regression and classification problems. For classification, it describes accuracy, logarithmic loss, confusion matrix, F1 score, specificity, sensitivity, and ROC curves. For regression, it discusses root mean squared error and mean squared error. It provides examples of calculating accuracy, recall, precision, F1 score, and specificity using a sample confusion matrix. It also demonstrates generating a confusion matrix for a binary classification problem with examples.
This document discusses various metrics used to evaluate machine learning models for regression and classification problems. For classification, it describes accuracy, logarithmic loss, confusion matrix, F1 score, specificity, sensitivity, and ROC curves. For regression, it discusses root mean squared error and mean squared error. It provides examples of calculating accuracy, recall, precision, F1 score, and specificity using a sample confusion matrix. It also demonstrates generating a confusion matrix for a binary classification problem with examples.
This document discusses various metrics used to evaluate machine learning models for regression and classification problems. For classification, it describes accuracy, logarithmic loss, confusion matrix, F1 score, specificity, sensitivity, and ROC curves. For regression, it discusses root mean squared error and mean squared error. It provides examples of calculating accuracy, recall, precision, F1 score, and specificity using a sample confusion matrix. It also demonstrates generating a confusion matrix for a binary classification problem with examples.
Machine Learning metrics for Regression and Classification problems • Classification: • Accuracy • Logarithmic Loss • Confusion Matrix • F1 Score • Confusion Matrix • Specificity / Precision / True Negative Rate • Sensitivity / Recall / True Positive Rate • Regression Metrics: • Root Mean Squared Error (RMSE) • Mean Squared Error Classification Accuracy • It is the ratio of number of correct predictions to the total number of input samples. Logarithmic Loss Logarithmic Loss or Log Loss, works by penalising the false classifications. It works well for multi-class classification. When working with Log Loss, the classifier must assign probability to each class for all the samples. Suppose, there are N samples belonging to M classes Confusion Matrix • True Positives : The cases in which we predicted YES and the actual output was also YES. • True Negatives : The cases in which we predicted NO and the actual output was NO. • False Positives : The cases in which we predicted YES and the actual output was NO. • False Negatives : The cases in which we predicted NO and the actual output was YES. • Confusion Matrixes compare the number of data points in the actual class (on the y-axis) to the number in the predicted class (on the x-axis). The matrix can consist of one, two (binary classification), or multiple classes (>2). Every prediction can be categorized in one of 4 ways: • True means your prediction is accurate: • True Positives: Predicted yes and actual was yes. • True Negatives: Predicted no and actual was no. • False means your prediction is inaccurate: • False Positives: Predicted yes but actual was no. • False Negatives: Predicted no but actual was yes. • Accuracy for the matrix can be calculated by taking average of the values lying across the “main diagonal” i.e
Accuracy = 100+ 50/ 165 = 0.91
Area Under Curve • Area Under Curve(AUC) is one of the metrics for evaluation. It is used for binary classification problem. AUC of a classifier is equal to the probability that the classifier will rank a randomly chosen positive example higher than a randomly chosen negative example. • True Positive Rate (Sensitivity) : True Positive Rate is defined as TP/ (FN+TP).
• True Negative Rate (Specificity)
F1 Score • F1 Score is used to measure a test’s accuracy. F1 Score is the Harmonic Mean between precision and recall. The range for F1 Score is [0, 1]. • Precision : It is the number of correct positive results divided by the number of positive results predicted by the classifier.
• Recall : It is the number of correct positive results divided by the
number of all relevant samples (all samples that should have been identified as positive). • Mean Absolute Error • Mean Absolute Error is the average of the difference between the Original Values and the Predicted Values.
• Mean Squared Error
Example • Actual values = [‘dog’, ‘cat’, ‘dog’, ‘cat’, ‘dog’, ‘dog’, ‘cat’, ‘dog’, ‘cat’, ‘dog’] Predicted values = [‘dog’, ‘dog’, ‘dog’, ‘cat’, ‘dog’, ‘dog’, ‘cat’, ‘cat’, ‘cat’, ‘cat’] Accuracy: Accuracy = (TP + TN) / (TP + TN + FP + FN) = (3+4)/(3+4+2+1) = 0.70 Recall: Recall = TP / (TP + FN) = 3/(3+1) = 0.75 Precision: Precision = TP / (TP + FP) = 3/(3+2) = 0.60 F-score: F-score = (2*Recall*Precision)/(Recall+Presision) = (2*0.75*0.60)/(0.75+0.60) = 0.67 Specificity: Specificity = TN / (TN + FP) = 4/(4+2) = 0.67 • Consider we have to model a classifier that classifies 2 kinds of fruits. We have 2 types of fruits – apples and grapes – and we want our machine- learning model to identify or classify the given fruit as an apple or grape. • Sample Size: 15 samples of 2 fruits • Distribution: 8 belong to Apples, and 7 belong to the Grapes class. We will represent Apple as 1 and Grape as 0 class. • The actual class for 8 apples and 7 grapes can be represented as: Actual = [1,1,1,1,1,1,1,1,0,0,0,0,0,0,0] The classifier model predicts 1 for Apple and 0 for grape. • Assume that the classifier takes all 15 inputs and makes the following predictions: • Out of 8 apples, it will classify 5 correctly as apples and wrongly predict 3 as grapes. • Out of 7 grapes, it will classify 5 correctly as grapes and wrongly predicts 2 as apples • The prediction of the classifier may be as follows: • Prediction = [1,0,0,0,1,1,1,1,0,0,0,0,0,1,1] TP=5, FN=3, FP=2, TN=5 • https://www.analyticsvidhya.com/blog/2021/06/confusion-matrix- for-multi-class-classification/#What_Is_a_Confusion_Matrix?