Skip to main content

All Questions

Filter by
Sorted by
Tagged with
1 vote
1 answer
23 views

Is there an equivalent for Yates' correction for a confusion matrix-derived metrics?

Given the following table of predictions vs. actual states: ...
Bryan's user avatar
  • 1,291
2 votes
1 answer
118 views

Binary classification metrics - Combining sensitivity and specificity?

The harmonic mean between precision and recall (F1 score) is a common metric to evaluate binary classification. It is useful because it strikes a balance between precision (FP) and recall (FN). For ...
usual me's user avatar
  • 1,257
1 vote
4 answers
239 views

Why don't we use the harmonic mean of sensitivity and specificity?

There is this question on the F-1 score, asking why we compute the harmonic mean of precision and recall rather than its arithmetic mean. There were good arguments in the answers in favor of the ...
user209974's user avatar
8 votes
2 answers
475 views

Calculating the Brier or log score from the confusion matrix, or from accuracy, sensitivity, specificity, F1 score etc

Suppose I have a confusion matrix, or alternatively any one or more of accuracy, sensitivity, specificity, recall, F1 score or friends for a binary classification problem. How can I calculate the ...
Stephan Kolassa's user avatar
22 votes
2 answers
3k views

Academic reference on the drawbacks of accuracy, F1 score, sensitivity and/or specificity

Accuracy, as a KPI for assessing binary classification models, has major drawbacks: Why is accuracy not the best measure for assessing classification models?. The exact same issues also plague the F1 ...
Stephan Kolassa's user avatar
2 votes
2 answers
246 views

Classifier can predict time series 1 day in advance, but not more. Why?

To ask the question more precisely: when doing Time Series classification, I observe the classifier prediction is good if test data directly follows (in chronology) the train data. But when the train ...
Data Man's user avatar
0 votes
1 answer
191 views

PPV vs Sensitivity, they look the same!

I am looking at the equation PPV and Sensitivity and I got this PPV = TP / (TF+FN) and Sensitivity = TP / (TF+FN) Which ...
asmgx's user avatar
  • 311