Date post: | 21-Dec-2015 |
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Contents
• Introduction• TP, FP, ROC• Precision, recall• Confusion matrix• Other performance measures• Resource
TP rate, FP rate(1)Consider a diagnostic test • A false positive(FP): the person tests positiv
e, but actually does not have the disease.
• A false negative(FN): the person tests negative, suggesting he is healthy, but he actually does have the disease.
Note: True positive/negative are similar
TP rate, FP rate(3) Definition: TP rate = TP/(TP+FN) FP rate = FP/(FP+TN)
From the actual value point of view
Precision, Recall(1) • Precision = TP/(TP + FP) Recall = TP/(TP + FN)
Precision: is the probability that a
retrieved document is relevant.
Recall: is the probability that a
relevant document is retrieved in a search.
Precision, Recall(2)
• F-measure = 2*(precision*recall)/(precision + recall)
• Precision, recall and F-measure come from
information retrieval domain.
Resource
1. Wiki page for TP, FP, ROC2. Wiki page for Precision and Recall 3. Ian H. Witten, Eibe Frank. Data Mining: Practical M
achine Learning Tools and Techniques (Second Edition), Chapter 5