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Machine Learning · College · College and University

ML V: Model Evaluation and Metrics

Confusion matrices, precision, recall, F1, ROC AUC, RMSE, calibration, imbalanced data and hyperparameter tuning.

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40 basic cards for College Machine Learning. It opens with "What is a confusion matrix?" and "What does a true positive (TP) represent?". Study it alongside the other College sets below.

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What is a confusion matrix?
Show answerA table showing true positives, true negatives, false positives, and false negatives for a classifier's predictions
What does a true positive (TP) represent?
Show answerA correct prediction where the model predicted positive and the actual label is positive
What does a false positive (FP) represent?
Show answerAn incorrect prediction where the model predicted positive but the actual label is negative, also called Type I error
What does a true negative (TN) represent?
Show answerA correct prediction where the model predicted negative and the actual label is negative
What does a false negative (FN) represent?
Show answerAn incorrect prediction where the model predicted negative but the actual label is positive, also called Type II error
What is precision?
Show answerThe proportion of positive predictions that were correct, calculated as TP / (TP + FP)
What is recall?
Show answerThe proportion of actual positives that were correctly identified, calculated as TP / (TP + FN)
What is specificity?
Show answerThe proportion of actual negatives that were correctly identified, calculated as TN / (TN + FP)
What is the F1 score?
Show answerThe harmonic mean of precision and recall, calculated as 2 * (precision * recall) / (precision + recall)
What trade-off exists between precision and recall?
Show answerIncreasing one typically decreases the other; the choice depends on the cost of false positives versus false negatives for your problem
What is a ROC curve?
Show answerA plot of True Positive Rate (y-axis) versus False Positive Rate (x-axis) at various classification thresholds
What does AUC measure?
Show answerThe area under the ROC curve; it represents the probability that the model ranks a random positive example higher than a random negative example
What is the True Positive Rate (TPR)?
Show answerThe fraction of actual positives correctly identified, equivalent to recall, calculated as TP / (TP + FN)
What is the False Positive Rate (FPR)?
Show answerThe fraction of actual negatives incorrectly classified as positive, calculated as FP / (FP + TN)
What does an AUC of 0.5 indicate?
Show answerThe model performs no better than random chance, essentially flipping a coin

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