Applied Predictive Modeling: Day 8

Tue 28 April 2015 | tags: apm

Ch 11: Measuring Peformance in Classification Methods

  • Kohen's kappa
  • ROC curve
  • List plot

False positives/negatives

  Observed
Predicted Event Nonevent
Event TP FP
Nonevent FN TN
  • False positive = Type I error:
    • incorrect rejection of a true null hypothesis
  • False negative = Type II error:
    • incorrect acceptance of a false null hypothesis
  • Sensitivity = true positive rate (TPR):
    • TPR = TP/P = TP/(TP+FN)
  • Specificity (SPC) = true negative rate:
    • SPC = TN/N = TN/(TN+FP)
  • Fallout = false positive rate (FPR):
    • FPR = FP/N = FP/(TN+FP) = 1-SPC

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