Re: [R] Statistical significance of a classifier

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Sat 06 Aug 2005 - 06:06:05 EST


> From: Martin C. Martin
>
> Hi,
>
> I have a bunch of data points x from two classes A & B, and
> I'm creating
> a classifier. So I have a function f(x) which estimates the
> probability
> that x is in class A. (I have an equal number of examples of
> each, so
> p(class) = 0.5.)
>
> One way of seeing how well this does is to compute the error
> rate on the
> test set, i.e. if f(x)>0.5 call it A, and see how many times I
> misclassify an item. That's what MASS does. But we should

Surely you mean `99% of dataminers/machine learners' rather than `MASS'?

> be able to
> do better: misclassifying should be more of a problem if the
> regression
> is confident then if it isn't.
>
> How can I show that my f(x) = P(x is in class A) does better
> than chance?

It depends on what you mean by `better'. For some problem, people are perfectly happy with misclassifcation rate. For others, the estimated probabilities count a lot more. One possibility is to look at the ROC curve. Another possibility is to look at the calibration curve (see MASS the book).

Andy  

> Thanks,
> Martin
>
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>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Aug 06 06:18:27 2005

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