metrics Flashcards
What is type 1 error
false positive rate
What is type 2 error
false negative rate
What is precision
TP / ( TP + FP )
What is recall
TP / ( TP + FN )
What is accuracy
(TP + TN) / all
What is the ROC curve
receiver operating characteristic curve
x is FPR = 1 - specificity
y is TPR = sensitivity = recall
What is f-score
2(precisionrecall) / (precision+recall)
What is bias
model bias = underfitting
not complex as data
What is variance
model variance = overfitting
What is overfitting
model has high variance
model is more complex than data
What is underfitting
model has bias
model is less complex than data
Increase overfitting is an increase in?
variance
Increase underfitting is an increase in?
bias
What is regularization for
- control model complexity
- help generalization
- add penality to cost function
L1 regularization is
- L1 norm = sum of absolute beta weights
- feature selection
- add to min error cost function