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@@ -329,21 +329,38 @@ o The true negative $TN$ number which represents whether a negative test has bee
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o The false positive $FP$ number, a so-called type I error which tells us about the fraction of positive test result which are wrongly classified
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o A false negative $FN$ number, a so-called type II error which, should be pretty obvious, indicates if a negative test has been wrongly classified.
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It is is easy to think in terms of illness. You could think of the above as
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o True positive: Sick people correctly identified as sick
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o False positive: Healthy people incorrectly identified as sick
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o True negative: Healthy people correctly identified as healthy
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o False negative: Sick people incorrectly identified as healthy
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!split
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===== Combinations of classification results =====
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It is common in the literature to define various combinations the above numbers. The most commonly used are
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!bblock Sensitivity, recall, hit rate, or true positive rate $TPR$
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!bblock Sensitivity, recall, hit rate, or true positive rate $TPR$. It is the probability of a positive test result, conditioned on the individual truly being positive.
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!bt
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\[
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{\displaystyle \mathrm {TPR} ={\frac {\mathrm {TP} }{\mathrm {P} }}={\frac {\mathrm {TP} }{\mathrm {TP} +\mathrm {FN} }}=1-\mathrm {FNR} }
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\]
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!et
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!eblock
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The $TPR$ defines how many correct positive results occur among all positive samples available during the test
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!bblock Specificity, selectivity or true negative rate $TNR$
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!bblock Miss rate or false negative rate $FNR$
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!bt
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\[
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{\displaystyle \mathrm {FNR} ={\frac {\mathrm {FN} }{\mathrm {P} }}={\frac {\mathrm {FN} }{\mathrm {FN} +\mathrm {TP} }} }
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\]
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!et
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!eblock
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!bblock Specificity, selectivity or true negative rate $TNR$. It is the probability of a negative test result, conditioned on the individual truly being negative.
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!bt
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\[
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{\displaystyle \mathrm {TNR} ={\frac {\mathrm {TN} }{\mathrm {N} }}={\frac {\mathrm {TN} }{\mathrm {TN} +\mathrm {FP} }}=1-\mathrm {FPR} }
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@@ -356,8 +373,21 @@ with the fall-out false positive rate
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\]
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!et
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!eblock
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The $FPR$ defines how many incorrect positive results occur among
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all negative samples available during the test.
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!bblock Precision or positive predictive value $PPV$
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!split
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===== Positive and negative prediction values =====
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The positive and negative predictive values
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are the proportions of positive and negative results in statistics and
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diagnostic tests that are true positive and true negative results,
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respectively.[1] The PPV and NPV describe the performance of a
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diagnostic test or other statistical measure. A high result can be
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interpreted as indicating the accuracy of such a statistic.
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!bblock Precision or positive predictive value $PPV$.
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!bt
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\[
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{\displaystyle \mathrm {PPV} ={\frac {\mathrm {TP} }{\mathrm {TP} +\mathrm {FP} }}=1-\mathrm {FDR} }
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@@ -374,13 +404,9 @@ with the fall-out false positive rate
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!eblock
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!bblock Miss rate or false negative rate $FNR$
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!bt
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\[
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{\displaystyle \mathrm {FNR} ={\frac {\mathrm {FN} }{\mathrm {P} }}={\frac {\mathrm {FN} }{\mathrm {FN} +\mathrm {TP} }} }
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\]
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!et
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!eblock
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!split
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===== Other quantities =====
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!bblock False discovery rate $FDR$
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@@ -434,10 +460,17 @@ graphical plot that illustrates the performance of a binary classifier
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model at varying threshold values.
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The ROC curve is the plot of the true positive rate (TPR) against the false positive rate (FPR) at each threshold setting.
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To draw a ROC curve, only the true positive rate (TPR) and false
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positive rate (FPR) are needed (as functions of some classifier
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parameter). The TPR defines how many correct positive results occur
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among all positive samples available during the test. FPR, on the
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other hand, defines how many incorrect positive results occur among
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all negative samples available during the test.
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See URL:"https://en.wikipedia.org/wiki/Receiver_operating_characteristic" for more discussions.
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!split
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===== Cumulative gain curve =====
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@@ -447,7 +480,7 @@ fraction of examples correctly classified
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against Predictive Positive Rate, which represents
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the fraction of positively predicted examples.
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The examples below show the confusion matrix, the ROC curve and the cumulative gain for the Wisconsin cancer data.
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!split
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