For classification problems I argue one of the biggest steps you can take to improve the quality and utility of your models is to prefer models that return scores or return probabilities instead of classification rules. Doing this also opens a second large opportunity for improvement: working with your domain […]
This note is a little break from our model homotopy series. I have a neat example where one combines two classifiers to get a better classifier using a method I am calling “ROC surgery.” In ROC surgery we look at multiple ROC plots and decide we want to cut out […]
Nina Zumel just completed an excellent short sequence of articles on picking optimal utility thresholds to convert a continuous model score for a classification problem into a deployable classification rule. Squeezing the Most Utility from Your Models Estimating Uncertainty of Utility Curves This is very compatible with our advice to […]
0.83 (or more precisely 5/6) is a special Area Under the Curve (AUC), which we will show in this note.
In our data science teaching, we present the ROC plot (and the area under the curve of the plot, or AUC) as a useful tool for evaluating score-based classifier models, as well as for comparing multiple such models. The ROC is informative and useful, but it’s also perhaps overly concise […]
A bit more on the ROC/AUC The issue The receiver operating characteristic curve (or ROC) is one of the standard methods to evaluate a scoring system. Nina Zumel has described its application, but I would like to call out some additional details. In my opinion while the ROC is a […]
“I don’t think that means what you think it means;” Statistics to English Translation, Part 1: Accuracy Measures
Scientists, engineers, and statisticians share similar concerns about evaluating the accuracy of their results, but they don’t always talk about it in the same language. This can lead to misunderstandings when reading across disciplines, and the problem is exacerbated when technical work is communicated to and by the popular media. […]