Machine Learning and Applied Statistics Lesson of the Day – The Line of No Discrimination in ROC Curves

After training a binary classifier, calculating its various values of sensitivity and specificity, and constructing its receiver operating characteristic (ROC) curve, we can use the ROC curve to assess the predictive accuracy of the classifier.

A minimum standard for a good ROC curve is being better than the line of no discrimination.  On a plot of

\text{Sensitivity}

on the vertical axis and

1 - \text{Specificity}

on the horizontal axis, the line of no discrimination is the line that passes through the points

(\text{Sensitivity} = 0, 1 - \text{Specificity} = 0)

and

(\text{Sensitivity} = 1, 1 - \text{Specificity} = 1).

In other words, the line of discrimination is the diagonal line that runs from the bottom left to the top right.  This line shows the performance of a binary classifier that predicts the class of the target variable purely by the outcome of a Bernoulli random variable with 0.5 as its probability of attaining the “Success” category.  Such a classifier does not use any of the predictors to make the prediction; instead, its predictions are based entirely on random guessing, with the probabilities of predicting the “Success” class and the “Failure” class being equal.

If we did not have any predictors, then we can rely on only random guessing, and a random variable with the distribution \text{Bernoulli}(0.5) is the best that we can use for such guessing.  If we do have predictors, then we aim to develop a model (i.e. the binary classifier) that uses the information from the predictors to make predictions that are better than random guessing.  Thus, a minimum standard of a binary classifier is having an ROC curve that is higher than the line of no discrimination.  (By “higher“, I mean that, for a given value of 1 - \text{Specificity}, the \text{Sensitivity} of the binary classifier is higher than the \text{Sensitivity} of the line of no discrimination.)

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Machine Learning and Applied Statistics Lesson of the Day – Sensitivity and Specificity

To evaluate the predictive accuracy of a binary classifier, two useful (but imperfect) criteria are sensitivity and specificity.

Sensitivity is the proportion of truly positives cases that were classified as positive; thus, it is a measure of how well your classifier identifies positive cases.  It is also known as the true positive rate.  Formally,

\text{Sensitivity} = \text{(Number of True Positives)} \ \div \ \text{(Number of True Positives + Number of False Negatives)}

 

Specificity is the proportion of truly negative cases that were classified as negative; thus, it is a measure of how well your classifier identifies negative cases.  It is also known as the true negative rate.  Formally,

\text{Specificity} = \text{(Number of True Negatives)} \ \div \ \text{(Number of True Negatives + Number of False Positives)}

Machine Learning Lesson of the Day: The K-Nearest Neighbours Classifier

The K-nearest neighbours (KNN) classifier is a non-parametric classification technique that classifies an input X by

  1. identifying the K data (the K “neighbours”) in the training set that are closest to X
  2. counting the number of “neighbours” that belong to each class of the target variable
  3. classifying X by the most common class to which its neighbours belong

K is usually an odd number to avoid resolving ties.

The proximity of the neighbours to X is usually defined by Euclidean distance.

Validation or cross-validation can be used to determine the best number of “K”.

Machine Learning Lesson of the Day – Supervised Learning: Classification and Regression

Supervised learning has 2 categories:

  • In classification, the target variable is categorical.
  • In regression, the target variable is continuous.

Thus, regression in statistics is different from regression in supervised learning.

In statistics,

  • regression is used to model relationships between predictors and targets, and the targets could be continuous or categorical.  
  • a regression model usually includes 2 components to describe such relationships:
    • a systematic component
    • a random component.  The random component of this relationship is mathematically described by some probability distribution.  
  • most regression models in statistics also have assumptions about the statistical independence or dependence between the predictors and/or between the observations.  
  • many statistical models also aim to provide interpretable relationships between the predictors and targets.  
    • For example, in simple linear regression, the slope parameter, \beta_1, predicts the change in the target, Y, for every unit increase in the predictor, X.

In supervised learning,

  • target variables in regression must be continuous
    • categorical target variables are modelled in classification
  • regression has less or even no emphasis on using probability to describe the random variation between the predictor and the target
    • Random forests are powerful tools for both classification and regression, but they do not use probability to describe the relationship between the predictors and the target.
  • regression has less or even no emphasis on providing interpretable relationships between the predictors and targets.  
    • Neural networks are powerful tools for both classification and regression, but they do not provide interpretable relationships between the predictors and the target.

***The last 2 points are applicable to classification, too.

In general, supervised learning puts much more emphasis on accurate prediction than statistics.

Since regression in supervised learning includes only continuous targets, this results in some confusing terminology between the 2 fields.  For example, logistic regression is a commonly used technique in both statistics and supervised learning.  However, despite its name, it is a classification technique in supervised learning, because the response variable in logistic regression is categorical.