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Hands-On Predictive Analytics with Python
book

Hands-On Predictive Analytics with Python

by Alvaro Fuentes
December 2018
Beginner to intermediate content levelBeginner to intermediate
330 pages
8h 32m
English
Packt Publishing
Content preview from Hands-On Predictive Analytics with Python

Confusion matrix and related metrics

First, we need a model to evaluate. Let's quickly build and train a random forest:

from sklearn.ensemble import RandomForestClassifierrf = RandomForestClassifier(n_estimators=25,                            max_features=6,                            max_depth=4,                            random_state=61)rf.fit(X_train, y_train)

A confusion matrix is nothing but a table with four different cases that we have in a binary classification problem. In the case of the credit card default problem, we have defined defaults as the positive class. Considering this scenario, we get four possible cases in a binary classification problem.

First, when the model makes a correct prediction we have two possible cases:

  • True Positives (TP): The model predicts the positive class and the observation actually ...
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Publisher Resources

ISBN: 9781789138719Supplemental Content