Lecture 9 Flashcards
What is a True-Positive in the confusion matrix?
Actual value = True, Predicted value = True.
What is a True-Negative in the confusion matrix?
Actual value = False, Predicted value = False.
What is a False-Positive in the confusion matrix?
Actual value = False, Predicted value = True.
What is a False-Negative in the confusion matrix?
Actual value = False, Predicted value = False.
What does the “Z” stand for in the confusion matrix?
Reality/ truth/ the binary parameter of interest.
What does the “T” stand for in the confusion matrix?
Test/ judgement.
What is Supervised learning?
Building (or training) a model based on a known dependent variable Y.
What is Supervised learning used for?
It is used to obtain a numerical score as a base for T+/T-.
How can Supervised learning be done?
With a regression-analysis: simple regression, multiple regression, logistic regression.
What is a good solution to create a trade-off between sensitivity and specifity?
ROC Curve.
What is a residual?
It is the magnitude of error found when comparing the difference between Y and Y’.
What is the advantage of logistic regression?
As we compute the probability that Y = 1 based on a subset of independent variables, we may store these values in a new variable and then determine whether Y’ = 0 or Y’ = 1.
How can we choose a suitable cut-off point (Logistic regression)?
By plotting an ROC curve and determine T+ and T-.
Where is the Ideal value in the ROC curve?
Left Uppercorner.
What are we trying to accomplish in a ROC curve?
To minimize the distance between a spot on the line and the upper left corner.
What is the baseline for the AUC (Area Under the Curve)?
0.5
