DATA MINING Desktop Survival Guide by Graham Williams
Desktop Survival Project Home List of Figures List of Tables Data Mining Data Mining Data Mining with Rattle Introduction Data Transform Explore A Model Building Framework Unsupervised Modelling Two Class Models Multi Class Models Regression Models Text Mining Evaluation and Deployment Moving into R Troubleshooting R for the Data Miner R Data Graphics in R Understanding Data Preparing Data Building Models Evaluating Models Algorithms Apriori Bagging Bayes Classifier Boosting Cluster Analysis Conditional Trees Hierarchical Clustering K-Means K-Nearest Neighbours Linear Models Logistic Regression Neural Networks Support Vector Machines Text Mining Open Products AlphaMiner Borgelt Data Mining Suite KNime R Rattle Weka Closed Products C4.5 Clementine Equbits Foresight GhostMiner InductionEngine ODM Enterprise Miner Statistica Data Miner TreeNet Virtual Predict Appendicies Glossary Bibliography Index

Measures

True positives (TPs) are those records which are correctly classified by a model as positive instances of the concept being modelled (e.g., the model identifies them as a case of fraud, and they indeed are a case of fraud). False positives (FPs) are classified as positive instances by the model, but in fact are known not to be. Similarly, true negatives (TNs) are those records correctly classified by the model as not being instances of the concept, and false negatives (FNs) are classified as not being instances, but are in fact know to be. These are the basic measures of the performance of a model. These basic measures are often presented in the form of a http://en.wikipedia.org/wiki/Confusion_matrixconfusion matrix, produced using a http://en.wikipedia.org/wiki/contingency_tablecontingency table.

In the following example a simple decision tree model, using rpart, is built using the survey dataset to predict Salary.Group. The model is then applied to the full dataset using predict, to predict the class of each entity (using the type option to specify class rather than the default probabilities for each class). A confusion matrix is then constructed using table to build a contingency table. Note the use of named parameters (Actual and Predicted) to have these names appear in the table.

> load("survey.RData")
> survey.rp <- rpart(Salary.Group ~ ., data=survey)
> survey.pred <- predict(survey.rp, data=survey, type="class")
> head(survey.pred)
[1] <=50K >50K  <=50K <=50K >50K  >50K 
Levels: <=50K >50K
> table(Actual=survey$Salary.Group, Predicted=survey.pred)
       Predicted
Actual  <=50K  >50K
  <=50K 23473  1247
  >50K   3816  4025

From this confusion matrix, interpreting the class $<=50K$ as the positive class (essentially arbitrarily), we see that there are 23,473 true positives, 4,025 true negatives, 3,816 false positives, and 1,237 false negatives.

Rather than the raw numbers we usually prefer to express these in terms of percentages or rates. The accuracy of a model can, for example, be calculated as the number of entities correctly classified over the total number of entities classified:

$$Accuracy = {TP + FP \over TP + FP + TN + FN}$$

The recall or true positive rate is the proportion of positive entities which are classified as positive by the model:

$$Recall = {TP \over TP + FN}$$

The recall is a measure of how much of the positive class was actually recovered by the model.

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