This is a very basic presentation and the resources used were internet references and Wikipedia. Hope it will help to understand any one new in the domain of data analysis to understand those statistics.
2. Important Statistics to
select a model
•Confusion Matrix
•TP Rate
•FP Rate
•Precision
•Recall
•F-measure
•ROC Area
•Kappa Statistics
•Test Option for Classifier
– Cross Validation
– Supplied test set
– Percentage split
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3. Confusion Matrix
• In machine learning, a confusion
matrix, also known as a contingency
table or an error matrix
–A table layout that allows visualization of
the performance of an algorithm
–Each column of the matrix represents the
instances in a predicted class
–Each row represents the instances in an
actual class
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8. Explanation - Terms
Precision (also called positive predictive value)
– the fraction of retrieved instances that are relevant
•Recall (also known as sensitivity/ True Positive)
– the fraction of relevant instances that are retrieved
•Eg:
•A program for recognizing pass /fail identifies 7 PASS in a
scene containing 9 instances . If 4 of the identifications are
correct, but 3 are actually FAIL, the program's precision is 4/7
while its recall is 4/9.
•High precision means that an algorithm returned substantially
more relevant results than irrelevant
•High recall means that an algorithm returned most of the
relevant results.
•F-measure (the weighted harmonic mean of precision and
recall) Surabhi Dwivedi
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9. Explanation - Terms
Precision (also called positive predictive value)
– the fraction of retrieved instances that are relevant
•Recall (also known as sensitivity/ True Positive)
– the fraction of relevant instances that are retrieved
•Eg:
•A program for recognizing pass /fail identifies 7 PASS in a
scene containing 9 instances . If 4 of the identifications are
correct, but 3 are actually FAIL, the program's precision is 4/7
while its recall is 4/9.
•High precision means that an algorithm returned substantially
more relevant results than irrelevant
•High recall means that an algorithm returned most of the
relevant results.
•F-measure (the weighted harmonic mean of precision and
recall) Surabhi Dwivedi
10. F-score
•In statistical analysis of binary
classification, the F-score or F-measure
–a measure of a test's accuracy.
–It considers both the precision p and the
recall r of the test to compute the score
–a weighted average of the precision and
recall
–an F1 score reaches its best value at 1 and
worst score at 0
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12. Kappa Statistics
•Kappa is a chance-corrected measure of agreement
between the classifications and the true classes.
– A value of 1 implies perfect agreement and values
less than 1 imply less than perfect agreement
• Poor agreement = Less than 0.20
• Fair agreement = 0.20 to 0.40
• Moderate agreement = 0.40 to 0.60
• Good agreement = 0.60 to 0.80
• Very good agreement = 0.80 to 1.00
•Kappa statistic - a mean for evaluating the predication
performance of classifiers
– gives a better indicator of how the classifier
performed across all instances
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14. ROC Curve
•ROC curve, is a graphical plot that illustrates the performance
of a binary classifier system as its discrimination threshold is
varied.
•The curve is created by plotting the true positive rate against
the false positive rate at various threshold settings.
•The true-positive rate is also known as sensitivity or recall in
machine learning. The false-positive rate is also known as the
fall-out and can be calculated as 1 - specificity.
•Specificity (sometimes called the true negative rate)
measures the proportion of negatives which are correctly
identified as such (e.g., the percentage of healthy people who
are correctly identified as not having the condition), and is
complementary to the false positive rate.
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19. •In ROC curve, a better model is more
towards upper left corner.
•Output – Threshold Curve
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20. Margin Curve
•The margin curve prints the cumulative frequency of the
difference of actual class probability and the highest
probability predicted for other classes
•for a single class, if it is predicted to be positive with
probability p, the margin is p - (1-p) =2p-1.
•The negative values denote classification errors,
meaning that the dominant class is not the correct one
•Margin contains the margin value (plotted as an x-
coordinate)
•Cumulative contains the count of instances with margin
less than or equal to the current margin (plot as y axis)
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24. Test Options - Classifier
•The test sets are a percentage of the
data that will be used to test whether
the model has learned the concept
properly
•In WEKA you can run an execution
splitting your data set into training
data (to build the tree in the case of
J48) and test data (to test the model in
order to determine that the concept
has been learned). Surabhi Dwivedi