This course will introduce the learner to applied machine learning, focusing more on the techniques and methods than on the statistics behind these methods. The course will start with a discussion of how machine learning is different than descriptive statistics, and introduce the scikit learn toolkit through a tutorial. The issue of dimensionality of data will be discussed, and the task of clustering data, as well as evaluating those clusters, will be tackled. Supervised approaches for creating predictive models will be described, and learners will be able to apply the scikit learn predictive modelling methods while understanding process issues related to data generalizability (e.g. cross validation, overfitting). The course will end with a look at more advanced techniques, such as building ensembles, and practical limitations of predictive models. By the end of this course, students will be able to identify the difference between a supervised (classification) and unsupervised (clustering) technique, identify which technique they need to apply for a particular dataset and need, engineer features to meet that need, and write python code to carry out an analysis. This course should be taken after Introduction to Data Science in Python and Applied Plotting, Charting & Data Representation in Python and before Applied Text Mining in Python and Applied Social Analysis in Python.
Confusion Matrices & Basic Evaluation Metrics
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Applied Machine Learning in Python
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Module 3: Evaluation
This module covers evaluation and model selection methods that you can use to help understand and optimize the performance of your machine learning models.
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Kevyn Collins-ThompsonAssociate Professor
School of Information
So, let's go back to the matrix of possible binary classification outcomes.
This time filled out with the actual counts from the notebooks decision tree output.
Remember our original motivation for creating
this matrix was to go beyond a single number accuracy,
to get more insight into the different types of
prediction successes and failures of a given classifier.
Now we have these four numbers that we can examine and compare manually.
Let's look at this classification result visually to help
us connect these four numbers to a classifier's performance.
What I've done here is plot the data instances by using two specific feature values out
of the total 64 feature values that make up each instance in the digits dataset.
The black points here are the instances with true class positive
namely the digit one and the white points have true class negative,
that is, there are all the other digits except for one.
The black line shows
a hypothetical linear classifier's decision boundary
for which any instance to the left of
the decision boundary is predicted to be in the positive class and
everything to the right of the decision boundary
is predicted to be in the negative class.
The true positive points are those black points in
the positive prediction region and
false positives are those white points in the positive prediction region.
Likewise, true negatives are the white points in
the negative prediction region and
false negatives are black points in the negative prediction region.
We've already seen one metric that can be derived from
the confusion matrix counts namely accuracy.
The successful predictions of the classifier,
the ones where the predicted class matches
the true class are along the diagonal of the confusion matrix.
So, if we add up all the accounts along the diagonal,
that will give us the total number of correct predictions across all classes,
and dividing this sum by the total number of instances gives us accuracy.
But, let's look at some other evaluation metrics we can compute from these four numbers.
Well, a very simple related number that's sometimes used is classification error,
which is the sum of the counts off the diagonal
namely all of the errors divided by total instance count,
and numerically, this is equivalent to just one minus the accuracy.
Now, for a more interesting example, let's suppose,
going back to our medical tumor detecting
classifier that we wanted an evaluation metric that would give
higher scores to classifiers that not only achieved the high number
of true positives but also avoided false negatives.
That is, that rarely failed to detect a true cancerous tumor.
Recall, also known as the true positive rate,
sensitivity or probability of detection is such an evaluation metric and it's obtained
by dividing the number of true positives
by the sum of true positives and false negatives.
You can see from this formula that there are two ways to get a larger recall number.
First, by either increasing the number of
true positives or by reducing the number of false negatives.
Since this will make the denominator smaller.
In this example there are 26 true positives and
17 false negatives which gives a recall of 0.6.
Now suppose that we have a machine learning task,
where it's really important to avoid false positives.
In other words, we're fine with cases where not all true positive instances
are detected but when the classifier does predict the positive class,
we want to be very confident that it's correct.
A lot of customer facing prediction problems are like this, for example,
predicting when to show a user
A query suggestion in a web search interface might be one such scenario.
Users will often remember the failures of
a machine learning prediction even when the majority of predictions are successes.
So, precision is an evaluation metric that reflects the situation
and is obtained by dividing the number of
true positives by the sum of true positives and false positives.
So to increase precision,
we must either increase the number of true positives the classifier predicts or reduce
the number of errors where the classifier incorrectly
predicts that a negative instance is in the positive class.
Here, the classifier has made seven false positive errors and so the precision is 0.79.
Another related evaluation metric that will be useful is called the false positive rate,
also known as specificity.
This gives the fraction of all negative instances that
the classifier incorrectly identifies as positive.
Here, we have seven false positives,
which out of a total of 407 negative instances,
gives a false positive rate of 0.02.
Going back to our classifier visualization,
let's look at how precision and recall can be interpreted.
The numbers that are in the confusion matrix here are
derived from this classification scenario.
We can see that a precision of 0.68 means that about 68 percent of the points in
the positive prediction region to the left of
the decision boundary or 13 out of the 19 instances are correctly labeled as positive.
A recall of 0.87 means,
that of all true positive instances,
so all black points in the figure,
the positive prediction region has 'found about 87 percent of them' or 13 out of 15.
If we wanted a classifier that was oriented towards higher levels of
precision like in the search engine query suggestion task,
we might want a decision boundary instead that look like this.
Now, all the points in
the positive prediction region seven out of seven are true positives,
giving us a perfect precision of 1.0.
Now, this comes at a cost because out of
the 15 total positive instances eight of them are now false negatives,
in other words, they're incorrectly predicted as being negative.
And so, recall drops to 7 divided by 15 or 0.47.
On the other hand, if our classification task is like the tumor detection example,
we want to minimize false negatives and obtain high recall.
In which case, we would want the classifier's decision boundary to look more like this.
Now, all 15 positive instances have
been correctly predicted as being in the positive class,
which means these tumors have all been detected.
However, this also comes with a cost since the number of false positives,
things that the detector triggers as
possible tumors for example that are actually not, has gone up.
So, recall is a perfect 1.0 score but the precision has dropped to 15 out of 42 or 0.36.
These examples illustrate a classic trade-off
that often appears in machine learning applications.
Namely, that you can often increase the precision of
a classifier but the downside is that you may reduce recall,
or you could increase the recall of a classifier at the cost of reducing precision.
Recall oriented machine learning tasks include medical and legal applications,
where the consequences of not correctly identifying a positive example can be high.
Often in these scenarios human experts are deployed to help filter out
the false positives that almost inevitably increase with high recall applications.
Many customer facing machine learning tasks, as I just mentioned,
are often precision oriented since here
the consequences of false positives can be high, for example,
hurting the customer's experience on a website by
providing incorrect or unhelpful information.
Examples include, search engine ranking and
classifying documents to annotate them with topic tags.
When evaluating classifiers, it's often convenient
to compute a quantity known as an F1 score,
that combines precision and recall into a single number.
Mathematically, this is based on
the harmonic mean of precision and recall using this formula.
After a little bit of algebra,
we can rewrite the F1 score in terms of the quantities
that we saw in the confusion matrix: true positives,
false negatives and false positives.
This F1 score is a special case of
a more general evaluation metric known as an F score that introduces a parameter beta.
By adjusting beta we can control how much emphasis
an evaluation is given to precision versus recall.
For example, if we have precision oriented users,
we might say a beta equal to 0.5,
since we want false positives to hurt performance more than false negatives.
For recall oriented situations,
we might set beta to a number larger than one, say two,
to emphasize that false negatives should hurt performance more than false positives.
The setting of beta equals one corresponds to the F1 score
special case that we just saw that weights precision and recall equally.
Let's take a look now at how we can compute
these evaluation metrics in Python using scikit-learn.
Scikit-learn metrics provides functions for computing accuracy,
precision, recall, and F1 score as shown here in the notebook.
The input to these functions is the same.
The first argument here, y_test,
is the array of true labels of the test set data instances
and the second argument is the array of predicted labels for the test set data instances.
Here we're using a variable called tree_predicted which are
the predicted labels using the decision tree classifier in the previous notebook step.
It's often useful when analyzing
classifier performance to compute all of these metrics at once.
So, sklearn metrics provides a handy classification report function.
Like the previous core functions,
classification report takes the true and
predicted labels as the first two required arguments.
It also takes some optional arguments that control the format of the output.
Here, we use the target names option to label the classes in the output table.
You can take a look at the scikit-learn documentation for
more information on the other output options.
The last column support,
shows the number of instances in the test set that have that true label.
Here we show classification reports for
four different classifiers on the binary digit classification problem.
The first set of results is from the dummy classifier and we can see
that as expected both precision and recall for the positive class are very
low since the dummy classifier is simply guessing
randomly with low probability of
predicting that positive class for the positive instances.
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