Thread View: sci.math.stat
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Started by sajeev batra
Fri, 31 Jul 1992 05:27
question on scoring prediction accuracy of a classifier
Author: sajeev batra
Date: Fri, 31 Jul 1992 05:27
Date: Fri, 31 Jul 1992 05:27
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Suppose I have a classifier that classifies objects into one of n classes (populations). I train the classifier with a "train set." And to test the prediction accuracy of the classifier I predict on a "predict set." I am wondering: what are some of the better ways to score the prediction accuracy of my classifier? All classifications & misclassifications have equal cost. Here the ways that I'm aware of: 1) (c1 + c2 + ... + cn)/total no. of predictions made where cn is the no. of correct predictions made in class n 2) sample correlation coefficient which gives the correlation between the prediction and the actual. the coefficient is always between -1 and +1. There will be a coefficient for each class. this coefficient takes into account type 1 and type 2 errors. What other popular ways are there to score the prediction accuracy??? I think I saw someone using the mutual information fuction between the predicted and the actual to score the prediction accuracy. Would this work? I would like to know other ways and some of the problems associated with them, including the ones I've listed above. Also, I'm not sure when I can assume a certain distribution in my n populations (for example, a normal dist.)? ---sb
Re: question on scoring prediction accuracy of a classifier
Author: Frank Block
Date: Mon, 03 Aug 1992 14:09
Date: Mon, 03 Aug 1992 14:09
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In article <batra.712560431@beagle>, batra@boulder.Colorado.EDU (sajeev batra) writes: |> Suppose I have a classifier that classifies objects into one of n |> classes (populations). |> I am wondering: what are some of the better ways to score the |> prediction accuracy of my classifier? All classifications & |> misclassifications have equal cost. |> |> Here the ways that I'm aware of: |> |> 1) (c1 + c2 + ... + cn)/total no. of predictions made |> where cn is the no. of correct predictions made in class n |> |> |> 2) sample correlation coefficient which gives the correlation between |> the prediction and the actual. the coefficient is always between |> -1 and +1. There will be a coefficient for each class. this |> coefficient takes into account type 1 and type 2 errors. |> |> |> What other popular ways are there to score the prediction accuracy??? I always like to use the following to measure the quality of classification of a given network: o efficiency for class i: this tells you how many of the patterns of class i were classified as class i elements. So we take (no. of i-elements classified as i-elements) eff(i)= ------------------------------------------- (total no. of i-elements) o purity for class i: this tells you how pure your 'i-element' sample is. We define it as (no. of i-elements classified as i-elements) pur(i)= ------------------------------------------- (no. of elements classified as i-elements) Frank Block
Re: question on scoring prediction accuracy of a classifier
Author: k30b
Date: Tue, 04 Aug 1992 17:14
Date: Tue, 04 Aug 1992 17:14
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A quantitative assessment of the relative merits of two discriminant
rules, d1 and d2, can be obtained by considering the "leave-one-out
misclassification rate." That is, given a data set X={x1,...,xn} of n
data points drawn from two classes, we leave each data point out in turn,
calculating the discriminant rules from the remaining n-1 observations;
then we classify the omitted data point separately, based on each
discriminant. We proceed thusly n times, counting the number of cases mj
in which the omitted point xi is classified incorrectly by discriminant
rule dj. Our "leave-one-out misclassification rate" is then Rj(X) = mj/n.
The discriminant rule that yields the smallest Rj is quantitatively better
*under this measure, based on this data set.*
See Silverman, B.W., (1986), *Density Estimation*, Chapman&Hall, p. 124.
Along these same lines, "likelihood crossvalidation" is a technique to
judge the adequacy of fit of a statistical model, and is related to the
Kullback-Leibler information. While this may be more intuitive when
applied to density-based discriminants, it is more generally applicable.
Again, see Silverman, B.W., (1986), *Density Estimation*, p. 52,
and
Stone, M., (1974), "Cross-validatory choice and assessment of statistical
predictions," *J. Roy. Statist. Soc. B*, Vol. 36, pp. 111-147.
and
Hall, P., (1987), "On Kullback-Leibler loss and density estimation,"
*Ann. Stat.*, Vol. 15, No. 4, pp. 1491-1519.
cep
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