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Supervised learning

Model Evaluation

Measuring classifier quality honestly and comparing models fairly.

6 lessons~49 min5 formulas6 questions
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What you’ll take away
  • Every classification metric comes from the confusion matrix.
  • Accuracy misleads on imbalanced data; check the majority-class baseline.
  • Precision counts false alarms, recall counts misses; F1 balances both.
  • ROC-AUC summarises all thresholds; cross-validation gives stable estimates.
Major concepts (syllabus)

Accuracy, precision, recall, F1-score, ROC/AUC, confusion matrices, cross-validation

Lessons

  1. Confusion matricesTP, FP, TN and FN in one table.8 min
  2. AccuracySimple, and misleading on imbalanced data.6 min
  3. Precision and recallFalse alarms versus missed positives.9 min
  4. F1-scoreThe harmonic mean of precision and recall.7 min
  5. ROC curves and AUCPerformance across every threshold.10 min
  6. Cross-validationk-fold estimates that use all the data for both training and validation.9 min

Key formulas

Accuracy

Share of correct predictions.

Precision

Of predicted positives, how many are right.

Recall

Of actual positives, how many were found.

F1-score

Harmonic mean of precision P and recall R.

True / false positive rate

The two axes of the ROC curve.

Key terms

Accuracy
Fraction of predictions that are correct. Misleading when classes are imbalanced.
AUC
Area under the ROC curve: probability a random positive is ranked above a random negative. 0.5 is random.
Confusion matrix
Table of predicted vs. actual classes: TP, FP, TN, FN for binary problems.
Cross-validation
Rotating which fold is held out for validation and averaging the scores.
F1-score
Harmonic mean of precision and recall.
Precision
TP / (TP + FP): share of predicted positives that are correct.
Recall
TP / (TP + FN): share of actual positives found.
ROC curve
True positive rate vs. false positive rate across all thresholds.
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