How to evaluate your classification model correctly

In this blogpost, I am going to talk about the importance of understanding the meaning of evaluation metrics, in classification problems. In this way, we can select the best one and evaluate our model confidently.

A few days ago I attended one of the frequent meet-ups of the Python Madrid community where two use cases were presented. The first was run by Marta Rivera Alba and the second was conducted by Francisco Javier Ordoñez. Both are experienced Data Scientists and spoke in detail about their current performance in the organizations where they work.

Today, I’d like to focus on the case presented by the second speaker. To begin with, broadly speaking, the main objective of his work as a data scientist, is to find exact products in many web pages, catalogs, publications. I have highlighted the word “exact”, because to consider a “match”, the two products in the images, must be exactly the same. It’s no use being alike. There’s the key of the matter.

Now someone’s wondering. To what end? Well, with the purpose of helping companies optimize their portfolio, prices, discounts, etc. This makes you see, there are many cases of use of Artificial Intelligence.

Once the case was centered, it happened that at a certain point, he alluded to the imbalance problem they had:

Finding a couple of images of exactly the same products within the overall set of references is extremely difficult. Therefore, instances classified as “match” (1) are “despicable” with respect to those classified as “no match” (0). That’s where he talked about the need to use the evaluation metrics for his ranking model correctly.

This has served as a basis for me to write about how important it is, within data science, the correct application and knowledge of statistics. Thus, we have to in use cases solved by classification algorithms. More specifically in binary classification, there is an easy way to represent the results. It’s called a confusion matrix:

This is a constructed set of measurements that informs us about the goodness of our model. The main metrics with which we work are:

In the example above, when calculating the accuracy value we get 95%. Awesome, someone would say.

Well, if we calculate the rest of the measures we will see that, what seemed impressive, is not so impressive. Moreover, for the case described above, the result would not be a good thing.

  • Precision, it would be the value that would answer a question of the style. What percentage of the positive predictions were correct? The result would be: 70%
  • Recall, would be the value that would answer a question of the style. What percentage of positive cases was correctly identified? The result would be: 12.90%
  • F1-Score, would be the value that answered a question of the style. How good is my model? The result would be: 0.217

To better understand F1-Score, let’s perform an exercise in imagination. So instead of being only 35 (TP), we’ll exchange them for the 237 (FN). Thus, the resulting value for F1-Score would be 0.904. While Accuracy and Recall would increase to 94% and 87% respectively. In this way, we can conclude that: F1-Score values close to 1, allow us to affirm that the model fulfills our purpose. Whereas, in the case at hand, we would have to determine that, with an F1-Score of 0.217 the resulting model is not acceptable. In a Data Science problem like this, the first thing is to understand the Business. This will allow the use case to be handled correctly and then advanced along with the data, in the classification models. To then choose the algorithms, parameter search techniques, features, etc. But also, as you have read, it is very important to understand the validation measures of your model, to avoid being given cat for hare.

To conclude the article, I leave you a brief implementation of this example in Python using the scikit learn library, which provides the main functions, to obtain the different metrics to use in these cases. So we have:

Source

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Alberto Alonso Marcos

About

My name is Alberto Alonso. Actually I work with Sogeti Spain in Business Intelligence Department with Microsoft Technologies. My profile is very orientated to customer, and how the DATA can improve the organization. My first steps in the data management were in the Pharmaceutical Sector. (I´m pharmaceutical too). I worked hard to extract and built procedures for gathering all the information across the organization. Measurement all kind of events. Aggregating different sources like ERP, LIMS, HVAC, OEE tools, and productivity machine reports.

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