模型评估


https://en.wikipedia.org/wiki/Precision_and_recall


  1. 精度

预测为positve的占所有预测为positive的比例。

Recall = t p t p + f n {\displaystyle {\text{Recall}}={\frac {tp}{tp+fn}}\,}
  1. 召回率
预测为positve的占实际positive的比例。

  1. 准确率
预测positive和negetive都正确的占所有样本的比例。



  True condition      
  Total population Condition positive Condition negative Prevalence =
Σ Condition positive
/
Σ Total population
Accuracy (ACC) =
Σ True positive + Σ True negative
/
Σ Total population
Predicted
condition
Predicted condition
positive
True positive,
Power
False positive,
Type I error
Positive predictive value (PPV), Precision =
Σ True positive
/
Σ Predicted condition positive
False discovery rate (FDR) =
Σ False positive
/
Σ Predicted condition positive
Predicted condition
negative
False negative,
Type II error
True negative False omission rate (FOR) =
Σ False negative
/
Σ Predicted condition negative
Negative predictive value (NPV) =
Σ True negative
/
Σ Predicted condition negative
  True positive rate (TPR), Recall, Sensitivity, probability of detection =
Σ True positive
/
Σ Condition positive
False positive rate (FPR), Fall-out, probability of false alarm =
Σ False positive
/
Σ Condition negative
Positive likelihood ratio (LR+) =
TPR
/
FPR
Diagnostic odds ratio (DOR) =
LR+
/
LR−
F1 score =
2
/
1
/
Recall
 + 
1
/
Precision
False negative rate (FNR), Miss rate =
Σ False negative
/
Σ Condition positive
True negative rate (TNR), Specificity (SPC) =
Σ True negative
/
Σ Condition negative
Negative likelihood ratio (LR−) =
FNR
/
TNR

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