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    This document discusses various evaluation techniques used in statistical analysis, including confusion matrices, ROC curves, and alternatives to ROC curves. It defines key metrics like recall, precision, and accuracy that are produced from a confusion matrix. It also explains how ROC curves can be used to compare different models by plotting the true positive rate against the false positive rate, and how the area under the ROC curve (AUC) is used to quantify a model's ability to discriminate. However, AUC has some challenges, so F-measures are presented as an alternative for evaluation.

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    BAM1024-Week7

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    This document discusses various evaluation techniques used in statistical analysis, including confusion matrices, ROC curves, and alternatives to ROC curves. It defines key metrics like recall, precision, and accuracy that are produced from a confusion matrix. It also explains how ROC curves can be used to compare different models by plotting the true positive rate against the false positive rate, and how the area under the ROC curve (AUC) is used to quantify a model's ability to discriminate. However, AUC has some challenges, so F-measures are presented as an alternative for evaluation.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    8 views15 pages

    BAM1024 Week7

    Uploaded by

    rajaayyappan317
    This document discusses various evaluation techniques used in statistical analysis, including confusion matrices, ROC curves, and alternatives to ROC curves. It defines key metrics like recall, precision, and accuracy that are produced from a confusion matrix. It also explains how ROC curves can be used to compare different models by plotting the true positive rate against the false positive rate, and how the area under the ROC curve (AUC) is used to quantify a model's ability to discriminate. However, AUC has some challenges, so F-measures are presented as an alternative for evaluation.

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    of 15

    BAM1024 - Introduction

    to Statistical Analysis
    Class 10: Evaluation Techniques!
    Evaluation Techniques
    Haven’t we already done a lot of evaluation in the
    last couple of weeks? We even had a mid-term
    Confusion Matrix

    A confusion matrix is a table that is used to define the performance of a


    classification algorithm
    It highlights both Type I and Type II errors i.e.
    False Positives and False Negatives
    It also produces key metrics such as
    Recall (also Sensitivity) = TPR = TP/(TP+FN)
    Precision = TP/(TP+FP)
    Accuracy = (TP+TN)/N where N = TP+FP+TN+FN
    Confusion Matrix
    ROC Curve
    History
    Impact of Thresholds
    Impact of Thresholds
    From Confusion Matrix to ROC Curve
    ROC Curve Example
    Comparing different models
    Choosing between models
    AUC Challenges
    Alternatives to ROC

    2
    Questions

    What is ROC? Why do we need it?


    What is AUC or AUROC?
    How can we use ROC to compare different models?
    What are the challenges with AUC?
    What are F-measures?

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