Understand common-used Evaluations Metrics for Binary Classification
This blog is based on the content of: [1] Olson, David L., and Dursun Delen. Advanced data mining techniques. Springer Science & Business Media, 2008. [2] Géron, Aurélien. Hands-on machine learning with Scikit-Learn, Keras, and TensorFlow: Concepts, tools, and techniques to build intelligent systems. O'Reilly Media, 2019. [3] Davis, Jesse, and Mark Goadrich. "The relationship between Precision-Recall and ROC curves." Proceedings of the 23rd international conference on Machine learning. 2006. [4] Schütze, H., Manning, C. D., & Raghavan, P. (2008). "Chapter 8: Evaluation in information retrieval" Introduction to information retrieval (Vol. 39, pp. 234-265). Cambridge: Cambridge University Press. --------------------------------------------------- This blog aims to summarize the common used evaluations metrics for binary classification with particular emphasis on class imbalance problems. Let's start by understanding the confusion matrix. Confusion Ma