Accuracy paradox

The accuracy paradox is the paradoxical finding that accuracy is not a good metric for predictive models when classifying in predictive analytics. This is because a simple model may have a high level of accuracy but be too crude to be useful. For example, if the incidence of category A is dominant, being found in 99% of cases, then predicting that every case is category A will have an accuracy of 99%. Precision and recall are better measures in such cases.[1][2] The underlying issue is that there is a class imbalance between the positive class and the negative class.[3] Prior probabilities for these classes need to be accounted for in error analysis. Precision and recall help, but precision too can be biased by very unbalanced class priors in the test sets.

Example

For example, a city of 1 million people has ten terrorists. A profiling system results in the following confusion matrix:

Predicted
class
Actual class
 FailPassSum
Fail 10010
Pass 990999000999990
Sum 10009990001000000

Even though the accuracy is 10 + 999000/1000000 ≈ 99.9%, 990 out of the 1000 positive predictions are incorrect. The precision of 10/10 + 990 = 1% reveals its poor performance. As the classes are so unbalanced, a better metric is the F1 score = 2 × 0.01 × 1/0.01 + 1 ≈ 2% (the recall being 10 + 0/10 = 1).

Literature
  • Kubat, M. (2000). Addressing the Curse of Imbalanced Training Sets: One-Sided Selection. Fourteenth International Conference on Machine Learning.

See also

References
  1. Abma, B. J. M. (10 September 2009), Evaluation of requirements management tools with support for traceability-based change impact analysis (PDF), University of Twente, pp. 86–87, archived from the original (PDF) on 25 November 2018, retrieved 24 November 2018
  2. Valverde-Albacete; Carillo-de-Albornoz; Peláez-Moreno (2013), "A Proposal for New Evaluation Metrics and Result Vizualization Technique for Sentiment Analysis Tasks", Information Access Evaluation. Multilinguality, Multimodality, and Visualization, Springer, ISBN 9783642408021
  3. Afonja, Tejumade (2017-12-08). "Accuracy Paradox". Towards Data Science. Retrieved 2019-03-15.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.