【机器学习&深度学习】（一）模型性能评估

最新推荐文章于 2024-04-29 20:45:54 发布

JianJuly

最新推荐文章于 2024-04-29 20:45:54 发布

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分类专栏：机器学习&深度学习文章标签：机器学习评估指标

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机器学习中常用的模型性能评估指标，来源于维基百科

condition positive (P)

the number of real positive cases in the data

condition negative (N)

the number of real negative cases in the data

true positive (TP)

eqv. with hit

true negative (TN)

eqv. with correct rejection

false positive (FP)

eqv. with false alarm, Type I error

false negative (FN)

eqv. with miss, Type II error

sensitivity, recall, hit rate, or true positive rate (TPR)

$\mathrm {TPR} ={\frac {\mathrm {TP} }{P}}={\frac {\mathrm {TP} }{\mathrm {TP} +\mathrm {FN} }}$

specificity or true negative rate (TNR)

$\mathrm {TNR} ={\frac {\mathrm {TN} }{N}}={\frac {\mathrm {TN} }{\mathrm {TN} +\mathrm {FP} }}$

precision or positive predictive value (PPV)

$\mathrm {PPV} ={\frac {\mathrm {TP} }{\mathrm {TP} +\mathrm {FP} }}$

negative predictive value (NPV)

$\mathrm {NPV} ={\frac {\mathrm {TN} }{\mathrm {TN} +\mathrm {FN} }}$

miss rate or false negative rate (FNR)

$\mathrm {FNR} ={\frac {\mathrm {FN} }{P}}={\frac {\mathrm {FN} }{\mathrm {FN} +\mathrm {TP} }}=1-\mathrm {TPR}$

fall-out or false positive rate (FPR)

$\mathrm {FPR} ={\frac {\mathrm {FP} }{N}}={\frac {\mathrm {FP} }{\mathrm {FP} +\mathrm {TN} }}=1-\mathrm {TNR}$

false discovery rate (FDR)

$\mathrm {FDR} ={\frac {\mathrm {FP} }{\mathrm {FP} +\mathrm {TP} }}=1-\mathrm {PPV}$

false omission rate (FOR)

$\mathrm {FOR} ={\frac {\mathrm {FN} }{\mathrm {FN} +\mathrm {TN} }}=1-\mathrm {NPV}$

accuracy (ACC)

$\mathrm {ACC} ={\frac {\mathrm {TP} +\mathrm {TN} }{P+N}}={\frac {\mathrm {TP} +\mathrm {TN} }{\mathrm {TP} +\mathrm {TN} +\mathrm {FP} +\mathrm {FN} }}$

F1 score

is the harmonic mean of precision and sensitivity

$F_{1}=2\cdot {\frac {\mathrm {PPV} \cdot \mathrm {TPR} }{\mathrm {PPV} +\mathrm {TPR} }}={\frac {2\mathrm {TP} }{2\mathrm {TP} +\mathrm {FP} +\mathrm {FN} }}$

Matthews correlation coefficient (MCC)

$\mathrm {MCC} ={\frac {\mathrm {TP} \times \mathrm {TN} -\mathrm {FP} \times \mathrm {FN} }{\sqrt {(\mathrm {TP} +\mathrm {FP} )(\mathrm {TP} +\mathrm {FN} )(\mathrm {TN} +\mathrm {FP} )(\mathrm {TN} +\mathrm {FN} )}}}$

Informedness or Bookmaker Informedness (BM)

$\mathrm {BM} =\mathrm {TPR} +\mathrm {TNR} -1$

Markedness (MK)

$\mathrm {MK} =\mathrm {PPV} +\mathrm {NPV} -1$

混淆矩阵的表示方法如下图：

JianJuly

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【机器学习&深度学习】（一）模型性能评估

机器学习中常用的模型性能评估指标，来源于维基百科 condition positive (P)the number of real positive cases in the datacondition negative (N)the number of real negative cases in the datatrue positive (TP)eqv...
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