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Introduction to
Machine Learning
for Analysts and Product Managers
Machine Learning Bookcamp
Alexey Grigorev
Unit 3:
Model Evaluation
mlbookcamp.com
Plan
● Example: spam detection
● Accuracy
● Precision
● Recall
Spam detection
Model
spam
not spam
βœ‰
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
πŸ’ŒπŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
βœ‰βœ‰βœ‰βœ‰πŸ’Œβœ‰βœ‰
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
πŸ’Œ
βœ‰
Spam
Not spam
Train
Validation πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
πŸ’ŒπŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
βœ‰βœ‰βœ‰βœ‰πŸ’Œβœ‰βœ‰
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
Train
Model
πŸ’ŒπŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
βœ‰βœ‰βœ‰βœ‰πŸ’Œβœ‰βœ‰
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
Validation πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Model
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Validation
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Validation
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
Pretend we don’t know the truth
Validation
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
Pretend we don’t know the truth
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Validation
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Compare
Actual
Prediction
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Validation
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Compare
Actual
Prediction
βŒβœ”βœ”βœ”βœ”βœ”βœ”
βœ”βœ”βœ”βœ”βœ”βŒβœ”
βŒβœ”βœ”βœ”βœ”βœ”βœ”
βœ”βœ”βœ”βœ”βœ”βŒβœ”
14 in total
❌ 2 incorrect
βœ” 12 correct
βŒβœ”βœ”βœ”βœ”βœ”βœ”
βœ”βœ”βœ”βœ”βœ”βŒβœ”
14 in total
❌ 2 incorrect
βœ” 12 correct
86% accuracy
14 in total
❌ 2 incorrect
βœ” 12 correct
86% accuracy
is it good?
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Validation
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
Actual
Prediction
(dummy model)
Always predict
β€œnot spam”
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
Validation
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰
Actual
Prediction
(dummy model)
βŒβœ”βœ”βœ”βœ”βœ”βŒ
βœ”βŒβœ”βœ”βœ”βœ”βœ”
14 in total
❌ 3 incorrect
βœ” 11 correct
80% accuracy
(only 6% worse!)
Accuracy
● Easy to understand
● Misleading in cases of imbalance (our case: only 20% are spam)
● 86% seems quite good β€” until compared to baseline with 80%
Is there anything else?
Precision
Among predicted as spam, how many messages are indeed spam
Precision
Among predicted as spam, how many messages are indeed spam
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Precision
Among predicted as spam, how many messages are indeed spam
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Precision
Among predicted as spam, how many messages are indeed spam
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Precision
Among predicted as spam, how many messages are indeed spam
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Precision
Among predicted as spam, how many messages are indeed spam
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
βœ”
βœ”
❌
Precision
Among predicted as spam, how many messages are indeed spam
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰βœ”
βœ”
❌
Precision = 2 / 3 = 66%
Recall
Among all the spam messages, how many are classified correctly
Recall
Among all the spam messages, how many are classified correctly
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Recall
Among all the spam messages, how many are classified correctly
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Recall
Among all the spam messages, how many are classified correctly
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
Recall
Among all the spam messages, how many are classified correctly
πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰βœ‰βœ‰
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰
Predict
Actual
Prediction
βœ”
βœ”βŒ
Recall
Among all the spam messages, how many are classified correctly
βœ‰βœ‰βœ‰βœ‰βœ‰βœ‰πŸ’Œ
βœ‰πŸ’Œβœ‰βœ‰βœ‰πŸ’Œβœ‰βœ”
βœ”βŒ
Recall = 2 / 3 = 66%
Precision vs Recall
Precision:
Fraction of correctly classified spam
messages in spam.
We check only the spam folder.
Precision vs Recall
Recall:
Fraction of all spam messages that ended
up in spam.
We check both inbox and spam.
Precision:
Fraction of correctly classified spam
messages in spam.
We check only the spam folder.
Baseline
3
2
R =
3
2
P =
Model
Dummy baseline
(always predict not spam)
3
0
R =
0
0
P =
Baseline
Dummy baseline
(always predict not spam)
Home task:
Check these numbers!
Do it for two baselines:
● Always predict β€œspam”
● Always predict β€œno spam”
3
0
R =
0
0
P =
Summary
● Accuracy may be misleading in cases of class imbalance
● Precision: number of actual spam messages in the spam folder
● Recall: number of spam messages that correctly ended up in the spam folder
mlbookcamp.com
● Learn Machine Learning by doing
projects
● http://bit.ly/mlbookcamp
● Get 40% off with code β€œgrigorevpc”
Machine Learning
Bookcamp
Course page:
mlbookcamp.com/course/ml-pm
@Al_Grigoragrigorev
alexeygrigorev.com
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