How does a confusion matrix work in classification models?

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Source : Markus Spiskie from pexels datamahadev.com

The confusion matrix is basically used to know the performance measurement of a trained(fit) classification model. It tells the Data Scientists as to where they stand with respect to the number of classifications or number of predictions they’ve made correctly or not.

What is a confusion matrix?

As I’ve told above it is mainly a performance measure, a measure of utmost importance in the classification models of machine learning, such as Logistic Regression, Naive Bayes, SVM, etc, like Organisational Behavior’s Jo Hari Window, it is a table with 4 different combinations or categories of predicted values or actual values. Refer to the image below:

A confusion matrix

Let us go a bit inside the window as to what are TP, FP, FN, & TN.

TP – Stands for True Positive, i.e whatever the classification model predicted, it predicted correctly. For example, if the model predicted that the tumor is malignant, it is malignant.

TN – Stands for True Negative, for example, if the tumor is not malignant, it is not.

FP – Stands for False Positive, for example, the tumor is predicted malignant, but it is not. It is also known as a Type I error.

FN – Stands for False Negative, for example, the tumor is predicted not malignant, but actually is, also known as a Type II error.

Calculation of a confusion matrix

A confusion matrix is very much useful in the calculation of accuracy, precision, recall, and AOC-ROC Curve(will be explained in the next article).

Refer the image below for the math behind the confusion matrix:

Math behind confusion matrix

Let us take a look at the working shown in the above image. We will look at the output for threshold, which is equal to 0.6, the threshold can be taken as a median of a set of y pred(y predicted) values. The predicted values which are greater than 0.6 will be denoted as 1 and less than 0.6 will be denoted as 0.

Formula for Recall:

TP in the above case is equal to 2, refer the image above as it shows that there are 2 values equal to y(actual value) and y pred(predicted value). FN is also equal to 2, as there are three values that are different than the actual and predicted. So, in this case, Recall will be equal to 1/2.

Formula for Precision:

TP is equal to 2 and FP is equal to 1. Refer to the image above. Hence, precision is equal to 2/3.

Accuracy:

It can be calculated as the Total Number of Right Predictions/Total Number of Values, which is equal to 4/7.

Formula for F1 Score:

Sometimes, due to high precision & low recall & vice versa, it comes difficult to compare them both, so in order to keep both the measurements comparable, F1 score or F- the measure is used. It uses the harmonic mean.

Syntax of a confusion matrix using python:

We will start importing the necessary metrics related to confusion matrix, precision, recall, etc, ignore Logistic Regression & train, test split, that we will discuss in another article.

Screenshot from Jupyter Notebook

Syntax of confusion matrix using python:

Screenshot from Jupyter Notebook

We are the values of the test data set of y with the predicted values of y, in the above screenshot of the code.

Creating a heat map of the confusion matrix:

Screenshot from Jupyter Notebook

This concludes our very important topic for classification in machine learning, post the queries in the comment section below and subscribe to your email for weekly newsletters.

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  1. July 10, 2020

    […] Pandas:10 minutes 15 basics Part 1 How does a confusion matrix work in classification models? […]

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