# Questions tagged [classification]

Statistical classification is the problem of identifying the sub-population to which new observations belong, where the identity of the sub-population is unknown, on the basis of a training set of data containing observations whose sub-population is known. Therefore these classifications will show a variable behavior which can be studied by statistics.

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58k views

### 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. ...
16k views

### When is unbalanced data really a problem in Machine Learning?

We already had multiple questions about unbalanced data when using logistic regression, SVM, decision trees, bagging and a number of other similar questions, what makes it a very popular topic! ...
41k views

### Reduce Classification Probability Threshold

I have a question regarding classification in general. Let $f$ be a classifier, which outputs a set of probabilities given some data D. Normally, one would say: well, if $P(c|D) > 0.5$, we will ...
26k views

### Why isn't Logistic Regression called Logistic Classification?

Since Logistic Regression is a statistical classification model dealing with categorical dependent variables, why isn't it called Logistic Classification? Shouldn't the "Regression" name be reserved ...
126k views

### How to calculate Area Under the Curve (AUC), or the c-statistic, by hand

I am interested in calculating area under the curve (AUC), or the c-statistic, by hand for a binary logistic regression model. For example, in the validation dataset, I have the true value for the ...
114k views

### Choice of K in K-fold cross-validation

I've been using the $K$-fold cross-validation a few times now to evaluate performance of some learning algorithms, but I've always been puzzled as to how I should choose the value of $K$. I've often ...
388k views

### What does AUC stand for and what is it?

Searched high and low and have not been able to find out what AUC, as in related to prediction, stands for or means.
5k views

### How can top principal components retain the predictive power on a dependent variable (or even lead to better predictions)?

Suppose I am running a regression $Y \sim X$. Why by selecting top $k$ principle components of $X$, does the model retain its predictive power on $Y$? I understand that from dimensionality-reduction/...
27k views

### PCA and the train/test split

I have a dataset for which I have multiple sets of binary labels. For each set of labels, I train a classifier, evaluating it by cross-validation. I want to reduce dimensionality using principal ...
10k views

### Do we have to tune the number of trees in a random forest?

Software implementations of random forest classifiers have a number of parameters to allow users to fine-tune the algorithm's behavior, including the number of trees $T$ in the forest. Is this a ...
364 views

41k views

### Logistic regression vs. LDA as two-class classifiers

I am trying to wrap my head around the statistical difference between Linear discriminant analysis and Logistic regression. Is my understanding right that, for a two class classification problem, LDA ...
42k views

### How large a training set is needed?

Is there a common method used to determine how many training samples are required to train a classifier (an LDA in this case) to obtain a minimum threshold generalization accuracy? I am asking ...
51k views

### SVM, Overfitting, curse of dimensionality

My dataset is small (120 samples), however the number of features are large varies from (1000-200,000). Although I'm doing feature selection to pick a subset of features, it might still overfit. My ...
2k views

### Compare classifiers based on AUROC or accuracy?

I have a binary classification problem and I experiment different classifiers on it: I want to compare the classifiers. which one is a better measure AUC or accuracy? And why? ...
16k views

### Opinions about Oversampling in general, and the SMOTE algorithm in particular [closed]

What is your opinion about oversampling in classification in general, and the SMOTE algorithm in particular? Why would we not just apply a cost/penalty to adjust for imbalance in class data and any ...
6k views

### How does gradient boosting calculate probability estimates?

I have been trying to understand gradient boosting reading various blogs, websites and trying to find my answer by looking through for example the XGBoost source code. However, I cannot seem to find ...
153k views

### How do you calculate precision and recall for multiclass classification using confusion matrix?

I wonder how to compute precision and recall using a confusion matrix for a multi-class classification problem. Specifically, an observation can only be assigned to its most probable class / label. I ...
45k views

### Which search range for determining SVM optimal C and gamma parameters?

I am using SVM for classification and I am trying to determine the optimal parameters for linear and RBF kernels. For the linear kernel I use cross-validated parameter selection to determine C and for ...
21k views

### When to avoid Random Forest?

Random forests are well known to perform fairly well on a variety of tasks and have been referred to as the leatherman of learning methods. Are there any types of problems or specific conditions in ...
11k views

### What measure of training error to report for Random Forests?

I'm currently fitting random forests for a classification problem using the randomForest package in R, and am unsure about how to report training error for these ...