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In this sub - question, we discuss the common evaluation metrics for imbalanced dataset. Suppose we have a validation dataset and for some rho
In this subquestion, we discuss the common evaluation metrics for imbalanced dataset. Suppose we have a
validation dataset and for some rho in we assume that rho fraction of the validation examples are positive
examples with label and rho fraction of them are negative examples with label
Define the accuracy as
A #examples that are predicted correctly by the classifier
#examples
i point Written Show that for any dataset with rho fraction of positive examples and rho fraction of
negative examples, there exists a trivial classifier with accuracy at least rho
The statement above suggests that the accuracy is not an ideal evaluation metric when rho is close to Eg
imagine that for spam detection rho can be smaller than The statement suggests there is a trivial classifier
that gets more than accuracy. This could be misleading seems to be almost perfect, but actually
you dont need to learn anything from the dataset to achieve it
Therefore, for imbalanced dataset, we need more informative evaluation metrics. We define the number of true
positive, true negative, false positive, false negative examples as
TP #positive examples with a correct positive prediction
TN #negative examples with a correct negative prediction
FP #negative examples with a incorrect positive prediction
FN #positive examples with a incorrect negative prediction
Define the accuracy of positive examples as
A TP
TP FN #positive examples with a correct positive prediction
#positive examples
Define the accuracy of negative examples as
A TN
TN FP #negative examples with a correct negative prediction
#negative examples
We define the balanced accuracy as
A
AA
With these notations, we can verify that the accuracy is equal to A
TPTN
TPTNFPFN
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