Performance Measurement

Software Methodologies


Precision and Recall

How well did we capture the + group for the given threshold

Precision and Recall

Precision and Recall fig 2

Precision:

$$\dfrac{tp}{tp+fp}>1$$ Recall (Sensitivity)$$

Precision and Recall fig 2

ROC Curve

Recall (sensitivity)

$$\dfrac{tp}{tp+fn}$$ Specificity$$

ROC Curve

ROC Curve fig2

Gains and Lift

Sensitivity (recall)

$$Se=\dfrac{tp}{tp+fn}$$

Support (% pop)

Gains and Lift

Base rate

$$Br=\dfrac{tp+fn}{n}$$

Gains

$$\{Su,Se\}$$

Lift

$$\{Su,\dfrac{Se}{Su}\}$$

ROC

$$\{\dfrac{Su-Br\cdot Se}{1-Br},Se\}$$