Linked Questions
10 questions linked to/from When is it appropriate to use an improper scoring rule?
5
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Penalising Error above a certain Threshold
I have a ML model (a NN in the specific but I don't think it's important for the purpose of my question) that is doing pretty decent at his job, which is predicting the demand of a certain substance X ...
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8
votes
2
answers
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Is there a Good Illustrative Example where the Hinge Loss (SVM) Gives a Higher Accuracy than the Logistic Loss
Vladimir Vapnik wrote:
“When solving a problem of interest, do not solve a more general
problem as an intermediate step. Try to get the answer that you really
need but not a more general one.”
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2
votes
1
answer
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Custom metrics for multiclass classification when class errors have different weights
I have a multiclass classification problem (eg. the target variable is made by 4 different outcomes: Product A, Product B, Product C and NO Product). Not all the errors are equal: for example, if the ...
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2
votes
0
answers
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Testing for Statistical Significance of 200 million Features [closed]
I have 200 million features and 1 label (features and label have about 1 million observations). Features are binary, and each has an unknown but different amounts of True and False. Label is also ...
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28
votes
1
answer
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What does it mean that AUC is a semi-proper scoring rule?
A proper scoring rule is a rule that is maximized by a 'true' model and it doesn't allow 'hedging' or gaming the system (deliberately reporting different results as is the true belief of the model to ...
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30
votes
2
answers
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What is the statistical model behind the SVM algorithm?
I have learned that, when dealing with data using model-based approach, the first step is modeling data procedure as a statistical model. Then the next step is developing efficient/fast inference/...
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226
votes
10
answers
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Why is accuracy not the best measure for assessing classification models?
This is a general question that was asked indirectly multiple times in here, but it lacks a single authoritative answer. It would be great to have a detailed answer to this for the reference.
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Tim♦
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5
votes
2
answers
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Classification accuracy based on probability
Let's say we have a simple binary classification problem. So for a predictor X we want to predict response Y. Y is binary, so either 0 or 1. Now let's say we use two different classifiers, model1 and ...
2
votes
0
answers
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Assessing Classification Accuracy with False Positives and False Negatives
I have been reading this forum but cannot find anything specific enough to address my problem.
I have classified disease in the below image (red spots), and verified disease by GPS (Red Circles).
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1
vote
0
answers
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When to use predictive power versus when to use model fitting metrics?
I built a binary classifier using logistic regression. But I can't seem to rationalize this in my mind. After cross validation, the model's AUC is 0.9003. But, as a sanity check, I ran a GOF (...
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