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Predictive Analytics and Data Mining by Bala Deshpande, Vijay Kotu

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Chapter 8

Model Evaluation

Abstract

This chapter describes three commonly used tools for evaluating the performance of a classification algorithm. We first introduce the confusion matrix and provide the definitions for several terms that are used in conjunction, such as sensitivity, specificity, recall, etc. We then describe how to construct receiver operating characteristic (ROC) curves and show when it would be appropriate to use them along with the area under the curve (AUC) concept. Finally we present lift and gain charts, and show how to construct and interpret them. The RapidMiner implementation includes step-by-step processes for building each of these three very useful evaluation tools.

Keywords

Model evaluation; classification performance; ...

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