同济大学：《大数据分析与数据挖掘 Big Data Analysis and Mining》课程教学资源（PPT课件讲稿）Evaluation & other classifiers

Big Data Analysis and Mining Evaluation other classifiers Qinpei Zhao赵钦佩 qinpeizhao@tongji.edu.cn 2015 Fall 2021/2/8

2021/2/8 1 Big Data Analysis and Mining Qinpei Zhao 赵钦佩 qinpeizhao@tongji.edu.cn 2015 Fall Evaluation & other classifiers

ROC curve Receiver Operating Characteristics(Roc) graphs have long been used in signal detection theory to depict the tradeoff between hit rates and false alarm rates over noisy channel a Recent years have seen an increase in the use of roc graphs in the machine learning community A useful technique for organizing classifiers and visualizing their performance a Especially useful for domains with skewed class distribution and unequal classification error cost

ROC curve ◼ Receiver Operating Characteristics (ROC) graphs have long been used in signal detection theory to depict the tradeoff between hit rates and false alarm rates over noisy channel ◼ Recent years have seen an increase in the use of ROC graphs in the machine learning community ◼ A useful technique for organizing classifiers and visualizing their performance ◼ Especially useful for domains with skewed class distribution and unequal classification error cost

True condition Total population Condition positive Condition negative ∑ Condition positive Positive predictive value(PPv). Predicted condition False positive Precision False discovery rate(FDR) positive 2 True posit posit Test outcome postive condition 2Test outcome positive Predicted condition False negative False omission rate(FOR) Negative predictive value(NPV) (ype II error) True negative 2False negative E True negat ∑ Test outcome negative 2 Test outcome negative True positive rate(IPR) False positive rate(FPR). Positive likelihood ratio (LR+ Sensitivity, Recall FAlse positive curacy (Acc= ∑ Condition negative Diagnostic odds ratio(DOR) 2 True positive+ ETrue negative otal population False negative rate(FNR), True negative rate(TNR), Negative likelihood ratio (LR- ∑ False negative ∑ True negative TNR ∑ Condition negati 2021/2/8

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ROC curve ROC curve is a plot of TPR(sensitivity) against FPR(specificity) which depicts relative trade-offs between benefits(true positives) and costs(false positives) number of true positives Sensitivit number of true positives+ number of false negatives number of true negatives Specificity= number of true negatives number of false positives

ROC curve ROC curve is a plot of TPR(sensitivity) against FPR(specificity) which depicts relative trade-offs between benefits (true positives) and costs (false positives)

Exampl e ROC space TP=63FP=2891 P=76‖FP=1288 rfect FN=37TN=72109 0.8 N=24 TN=88112 100 10020(07 100 100200 A Sensitivity 8 o5 better Specificity 0.3 02 c worse 0 0.2 0.4 0.6 0.8 FPR or(1-specificity)

Example

ROC curve a Discrete classifier produces an(FPR, TPR) pair corresponding to a single point in ROC space a Some classifier, such as a naive bayes or a neural network, naturally yield an instance probability or score, a numeric value that represents the degree to which an instance is a member of a class a Such a ranking or scoring classifier can be used with a threshold to produce a discrete classifier a Plotting the Roc point for each possible threshold value results in a curve

ROC curve ◼ A discrete classifier produces an (FPR, TPR) pair corresponding to a single point in ROC space. ◼ Some classifier, such as a Naïve Bayes or a neural network, naturally yield an instance probability or score, a numeric value that represents the degree to which an instance is a member of a class. ◼ Such a ranking or scoring classifier can be used with a threshold to produce a discrete classifier ◼ Plotting the ROC point for each possible threshold value results in a curve

ROC curve 1.0 四≥2 0 A A 巴≥=00 0.6 0.4 0.4 0.2 0.60.81.0 0.2 False positive rate False Positive rate ROC curves show the tradeoff between sensitivity and specificity The closer the curve follows the upper -left border of the Roc space the more accurate the test The closer the curve comes to the 45-degree diagonal of the roc space the less accurate the test a common method is to calculate the area under the roc curve

ROC curve ◼ ROC curves show the tradeoff between sensitivity and specificity. ◼ The closer the curve follows the upper –left border of the ROC space, the more accurate the test. ◼ The closer the curve comes to the 45-degree diagonal of the ROC space, the less accurate the test. ◼ A common method is to calculate the area under the ROC curve

Evaluating a classifier a How well will the classifier we learned perform a novel data? a We can estimate the performance(e.g, accuracy, sensitivity) of the classifier using a test data set Performance on the training data is not a good indicator of performance on future data Test set: independent instances that have not been used in any way to create the classifier Assumption both training data and test data representative samples of the underlying problem

Evaluating a classifier ◼ How well will the classifier we learned perform a novel data? ◼ We can estimate the performance (e.g., accuracy, sensitivity) of the classifier using a test data set ◼ Performance on the training data is not a good indicator of performance on future data ◼ Test set: independent instances that have not been used in any way to create the classifier ◼ Assumption: both training data and test data representative samples of the underlying problem

Holdout Cross-validation method ■ oldout method Given data is randomly partitioned into two independent sets n Training set(e.g, 2/3)for model construction n Test set (e.g, 1/3)for accuracy estimation o Random sampling: a variation of holdout o Repeat holdout k times, accuracy= avg. of the accuracies obtained a Cross-validation(k-fold where ke= 10 is most popular o Randomly partition the data into k mutually exclusive subsets each approximately equal size At i-th iteration, use D as test set and others as training set Leave-one-out k folds where k=# of tuples, for small sized data

Holdout & Cross-validation method ◼ Holdout method ◆ Given data is randomly partitioned into two independent sets  Training set (e.g., 2/3) for model construction  Test set (e.g., 1/3) for accuracy estimation ◆ Random sampling: a variation of holdout  Repeat holdout k times, accuracy = avg. of the accuracies obtained ◼ Cross-validation (k-fold, where k=10 is most popular) ◆ Randomly partition the data into k mutually exclusive subsets, each approximately equal size ◆ At i-th iteration, use Di as test set and others as training set ◆ Leave-one-out: k folds where k = # of tuples, for small sized data

Bootstrap Bootstrap Works well with small data sets Samples the given training tuples uniformly with replacement n i.e., each time a tuple is selected, it is equally likely to be selected again and re-added to the training set a Several bootstrap methods and a common one is. 632 bootstrap o Adata set with d tuples is sampled d times, with replacement resulting in a training set of d samples. The data tuples that did not make it into the training set end up forming the test set. about 63.2%of the original data end up in the bootstrap and the remaining 36.8%form the test set(since(1-1/d)d=e1=0.368) o Repeat the sampling procedure k times, overall accuracy of the model: ACC( M) Xi=10.632*Acc(Mi)testset +0.368* Acc Trainset

Bootstrap ◼ Bootstrap ◆ Works well with small data sets ◆ Samples the given training tuples uniformly with replacement  i.e., each time a tuple is selected, it is equally likely to be selected again and re-added to the training set ◼ Several bootstrap methods and a common one is .632 bootstrap ◆ A data set with d tuples is sampled d times, with replacement, resulting in a training set of d samples. The data tuples that did not make it into the training set end up forming the test set. About 63.2% of the original data end up in the bootstrap, and the remaining 36.8% form the test set (since (1-1/d) d =e-1=0.368) ◆ Repeat the sampling procedure k times, overall accuracy of the model: 𝐴𝑐𝑐(𝑀) = 1 𝑘 σ𝑖=1 𝑘 (0.632 ∗ 𝐴𝑐𝑐(𝑀𝑖 )𝑡𝑒𝑠𝑡𝑠𝑒𝑡 + 0.368 ∗ 𝐴𝑐𝑐 𝑀𝑖 𝑡𝑟𝑎𝑖𝑛𝑠𝑒𝑡 )