What’s the deal with all these numbers? Accuracy, Precision, Recall, Sensitivity, AUC and ROCs.
The basic stuff:
Given a method that produces a numerical outcome either catagorical (classification) or continuous (regression), we want to know how well our method did. Let’s start simple:
True positives (TP): You said something was a cow and it was in fact a cow – duh.
False positives (FP): You said it was a cow and it wasn’t – sad.
True negative (TN): You said it was not a cow and it was not – good job.
False negative (FN): You said it was not a cow but it was a cow – do better.
I can optimise these metrics artificially. Just call everything a cow and I have a 100% true positive rate. We are usually interested in a trade-off, something like the relative value of metrics. This gives us:
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