[scikit-learn] PyCM: Multiclass confusion matrix library in Python
Andreas Mueller
t3kcit at gmail.com
Mon Jun 4 12:06:40 EDT 2018
Is that Jet?!
https://www.youtube.com/watch?v=xAoljeRJ3lU
;)
On 6/4/18 11:56 AM, Brown J.B. via scikit-learn wrote:
> Hello community,
>
> I wonder if there's something similar for the binary class
> case where,
> the prediction is a real value (activation) and from this we
> can also
> derive
> - CMs for all prediction cutoff (or set of cutoffs?)
> - scores over all cutoffs (AUC, AP, ...)
>
> AUC and AP are by definition over all cut-offs. And CMs for all
> cutoffs doesn't seem a good idea, because that'll be n_samples many
> in the general case. If you want to specify a set of cutoffs, that
> would be pretty easy to do.
> How do you find these cut-offs, though?
>
>
> For me, in analyzing (binary class) performance, reporting
> scores for
> a single cutoff is less useful than seeing how the many scores
> (tpr,
> ppv, mcc, relative risk, chi^2, ...) vary at various false
> positive
> rates, or prediction quantiles.
>
>
> In terms of finding cut-offs, one could use the idea of metric
> surfaces that I recently proposed
> https://onlinelibrary.wiley.com/doi/abs/10.1002/minf.201700127
> and then plot your per-threshold TPR/TNR pairs on the PPV/MCC/etc
> surfaces to determine what conditions you are willing to accept
> against the background of your prediction problem.
>
> I use these surfaces (a) to think about the prediction problem before
> any attempt at modeling is made, and (b) to deconstruct results such
> as "Accuracy=85%" into interpretations in the context of my field and
> the data being predicted.
>
> Hope this contributes a bit of food for thought.
> J.B.
>
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