**3 years ago**, some information may be outdated!

## Confusion matrix

actual (yes) | actual (no) | |
---|---|---|

predict (yes) | TP | FP |

predict (no) | FN | TN |

**True Positive**(**TP**): what we predict Positive is really Positive.**True Negative**(**FN**): what we predict Negative is really Negative.**False Negative**(**FN**): what we predict Negative is actually Positive.**False Positive**(**FP**): what we predict Positive is actually Negative.

*This guy is pregnant?*

### How to remember?

**True**/**False**indicates what we predicted is right/wrong.**Positive**/**Negative**is what we predicted (yes or no).

### Type I / Type II errors

- FP = Type I error = rejection of true null hypothesis = negative results are predicted wrongly = what we predict positive is actually negative.
- FN = Type II error = non-rejection of a false null hypothesis = positive results are predicted wrongly = what we predict negative are actually positive.

### Why CM is important?

Give a general view about our model, "is it really good?" thanks to precision and recall!

## Precision & Recall

actual (yes) | actual (no) | ||
---|---|---|---|

predict (yes) | TP | FP | Precision |

predict (no) | FN | TN | |

Recall |

**Precision**: How many of our positive predictions are really true? (Check the accuracy of our positive predictions).$\mathrm {precision}= \dfrac{\mathrm{true\, positive}}{\mathrm{positively\, predicted\, results}}= \dfrac{\mathrm{TP}}{\mathrm{TP} + \mathrm{FP}}.$ **Recall**: How many of positive results belong to our predictions? (Do we miss some negative predictions?)$\mathrm {recall}= \dfrac{\mathrm{true\, positive}}{\mathrm{positively\, actual\, results}}= \dfrac{\mathrm{TP}}{\mathrm{TP} + \mathrm{FN}}.$

*Recognizing number 5. Figure taken from this book.*

### When to use?

**Precision**is importantly used when the "wrongly predicted yes" (FP) influences much (e.g.*This email is spam?*-- results yes but actually no and we lost important emails!).**Recall**() is importantly used when the "wrongly predicted no" (FN) influences much (e.g. In the banking industry,**Sensitivity***this transaction is fraudulent?*-- results no but actually yes and we lost money!).

### Precision / Recall curve

With *thresholds*, we can use `precision_recall_curve()`

to compute precision and recall for all possible thresholds,

*An example of Precision/Recall curve with many thresholds. Figure taken from this book.*

**Trace-off**: Higher precision, lower recall and vice versa.

`from sklearn.metrics import precision_recall_curve`

precisions, recalls, thresholds = precision_recall_curve(y_train_5, y_scores)

plt.plot(thresholds, precisions[:-1], "b--", label="Precision")

plt.plot(thresholds, recalls[:-1], "g-", label="Recall")

plt.show()

## F1-Score

High precision and low recall or vice versa? F1-Score gives us a balance between precision and recall.

F1-score depends on how we label the class "positive". *This email is spam?* is **very different** from *This email is not spam?*

### When to use F1-Score?

- When you need a balance between precision and recall.
- When we have a "skewed class" problem (uneven class distribution, too many "yes" and very few "no", for example).
- One of precision and recall is improved but the other changes too much, then f1-score will be very small!

### How to choose f1-score value?

Normally, $f_1\in (0,1]$ and it gets the higher values, the better our model is.

- The best one ($f_1=1$), both precision and recall get $100\%$.
- One of precision and recall gets very small value (close to 0), $f_1$ is very small, our model is not good!

What if we prefer one of precision and recall than the other? We consider $f_{\beta}$^{[ref]}

$f_1$ is a special case of $f_{\beta}$ when $\beta=1$:

- When precision is more important than recall, we choose $\beta < 1$ (usually choose $\beta=0.5$).
- When recall is more important than precision, we choose $\beta > 1$ (usually choose $\beta=2$).

## Accuracy / Specificity

**Accuracy**: How accurate our predictions to the whole predictions?$\mathrm{accuracy} = \dfrac{TP + TN}{TP + TN + FP + FN}$ **Specificity**: How many negative results belong to our predictions?$\mathrm{specificity} = \dfrac{TN}{FP + TN}$

### When to use?

**Accuaracy**is used when we have symmetric datasets.**Specificity**is used when we care about TN values and don't want to make false alarms of the FP values (e.g. drug test).

## The ROC Curve

- ROC =
*Receiver operating characteristic*. - A common tool used with
*binary classifier*. - Diffrent from precision/recall curve, ROC plots the
*true positive rate*(*recall*) against the*false positive rate*(*1 - specificity*).

*This ROC curve plots FPR vs TPR for all possible thresholds. The dotted line represents the ROC curve of a purely random classifier; a good classifier stays as far away from that lines as possible (toward the top-left corner). Figure taken from this book.*

**Trade-off**: the higher recall, the more FPR (predict wrong) the classifier produces.

`from sklearn.metrics import roc_curve`

import matplotlib.pyplot as plt

%matplotlib inline

fpr, tpr, thresholds = roc_curve(y_test, y_pred_prob)

# create plot

plt.plot(fpr, tpr, label='ROC curve')

plt.plot([0, 1], [0, 1], 'k--') # Dashed diagonal

plt.show()

### The AUC

- AUC = Area under the curve.
- Perfect classifier will have AUC = 1 (fix the rectangle).
- The purely random classifier (dotted line) will have AUC = 0.5.

## Confusion Matrix & F1-Score with Scikit-learn

`from sklearn.metrics import confusion_matrix`

n_classes = target.shape[0]

confusion_matrix(y_true, y_pred, labels=range(n_classes))

Precision / Reacall / f1-score / support

`from sklearn.metrics import classification_report`

classification_report(y_test, y_pred)

## References

- Classification: Precision and Recall -
**Google Developers**,*Machine Learning Crash Course*. - Classification: Check Your Understanding (Accuracy, Precision, Recall) -
**Google Developers**,*Machine Learning Crash Course*. - F-measure versus Accuracy -
**NLP blog**. - Accuracy, Precision, Recall or F1? -
**Koo Ping Shung**,*Towards Data Science*. - Dealing with Imbalanced data: undersampling, oversampling and proper cross-validation -
**Marco Altini**. - Accuracy, Recall, Precision, F-Score & Specificity, which to optimize on? -
**Salma Ghoneim**,*Towards Data Science*.

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