Mastering Python for Finance - Second Edition

Confusion matrix

A confusion matrix, or error matrix, is a square matrix that helps to visualize and describe the performance of a classification model for which the true values are known. The confusion_matrix function of the sklearn.metrics module helps to calculate this matrix for us, as shown in the following code:

In [ ]:    from sklearn.metrics import confusion_matrix    df_result = logistic_reg_model.df_result     actual = list(df_result['Actual'])    predicted = list(df_result['Predicted'])    matrix = confusion_matrix(actual, predicted)In [ ]:    print(matrix)Out[ ]:    [[60 66]
     [55 70]]

We obtain the actual and predicted values as separate lists. Since we have two types of class labels, we obtain a two-by-two matrix. The heatmap module of the seaborn ...