Confusion matrix

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Terminology and derivations
from a confusion matrix
condition positive (P)
the number of real positive cases in the data
condition negative (N)
the number of real negative cases in the data

true positive (TP)
eqv. with hit
true negative (TN)
eqv. with correct rejection
false positive (FP)
eqv. with false alarm, Type I error
false negative (FN)
eqv. with miss, Type II error

sensitivity, recall, hit rate, or true positive rate (TPR)
specificity, selectivity or true negative rate (TNR)
precision or positive predictive value (PPV)
negative predictive value (NPV)
miss rate or false negative rate (FNR)
fall-out or false positive rate (FPR)
false discovery rate (FDR)
false omission rate (FOR)
accuracy (ACC)

F1 score
is the harmonic mean of precision and sensitivity
Matthews correlation coefficient (MCC)
Informedness or Bookmaker Informedness (BM)
Markedness (MK)

Sources: Fawcett (2006), Powers (2011), and Ting (2011) [1] [2] [3]

In the field of machine learning and specifically the problem of statistical classification, a confusion matrix, also known as an error matrix,[4] is a specific table layout that allows visualization of the performance of an algorithm, typically a supervised learning one (in unsupervised learning it is usually called a matching matrix). Each row of the matrix represents the instances in a predicted class while each column represents the instances in an actual class (or vice versa).[2] The name stems from the fact that it makes it easy to see if the system is confusing two classes (i.e. commonly mislabeling one as another).

It is a special kind of contingency table, with two dimensions ("actual" and "predicted"), and identical sets of "classes" in both dimensions (each combination of dimension and class is a variable in the contingency table).

Example[edit]

If a classification system has been trained to distinguish between cats, dogs and rabbits, a confusion matrix will summarize the results of testing the algorithm for further inspection. Assuming a sample of 27 animals — 8 cats, 6 dogs, and 13 rabbits, the resulting confusion matrix could look like the table below:

Actual class
Cat Dog Rabbit
Predicted
class
Cat 5 2 0
Dog 3 3 2
Rabbit 0 1 11
In this confusion matrix, of the 8 actual cats, the system predicted that three were dogs, and of the six dogs, it predicted that one was a rabbit and two were cats. We can see from the matrix that the system in question has trouble distinguishing between cats and dogs, but can make the distinction between rabbits and other types of animals pretty well. All correct predictions are located in the diagonal of the table (highlighted in bold), so it is easy to visually inspect the table for prediction errors, as they will be represented by values outside the diagonal.

Table of confusion[edit]

In predictive analytics, a table of confusion (sometimes also called a confusion matrix), is a table with two rows and two columns that reports the number of false positives, false negatives, true positives, and true negatives. This allows more detailed analysis than mere proportion of correct classifications (accuracy). Accuracy is not a reliable metric for the real performance of a classifier, because it will yield misleading results if the data set is unbalanced (that is, when the numbers of observations in different classes vary greatly). For example, if there were 95 cats and only 5 dogs in the data, a particular classifier might classify all the observations as cats. The overall accuracy would be 95%, but in more detail the classifier would have a 100% recognition rate (sensitivity) for the cat class but a 0% recognition rate for the dog class. F1 score is even more unreliable in such cases, and here would yield over 97.4%, whereas informedness removes such bias and yields 0 as the probability of an informed decision for any form of guessing (here always guessing cat).

Assuming the confusion matrix above, its corresponding table of confusion, for the cat class, would be:

Actual class
Cat Non-cat
Predicted
class
Cat 5 True Positives 2 False Positives
Non-cat 3 False Negatives 17 True Negatives

The final table of confusion would contain the average values for all classes combined.

Let us define an experiment from P positive instances and N negative instances for some condition. The four outcomes can be formulated in a 2×2 confusion matrix, as follows:

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 Specificity (SPC), Selectivity, True negative rate (TNR) = Σ True negative/Σ Condition negative Negative likelihood ratio (LR−) = FNR/TNR

References[edit]

  1. ^ Fawcett, Tom (2006). "An Introduction to ROC Analysis" (PDF). Pattern Recognition Letters. 27 (8): 861–874. doi:10.1016/j.patrec.2005.10.010.
  2. ^ a b Powers, David M W (2011). "Evaluation: From Precision, Recall and F-Measure to ROC, Informedness, Markedness & Correlation" (PDF). Journal of Machine Learning Technologies. 2 (1): 37–63.
  3. ^ Ting, Kai Ming (2011). Encyclopedia of machine learning. Springer. ISBN 978-0-387-30164-8.
  4. ^ Stehman, Stephen V. (1997). "Selecting and interpreting measures of thematic classification accuracy". Remote Sensing of Environment. 62 (1): 77–89. doi:10.1016/S0034-4257(97)00083-7.

External links[edit]