Confusion matrix

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In the field of machine learning and specifically the problem of statistical classification, a confusion matrix, also known as error matrix, [1] is a specific table layout that allows visualization of the performance of an algorithm, typically a supervised learning one; in unsupervised learning it is usually called a matching matrix.

Contents

Each row of the matrix represents the instances in an actual class while each column represents the instances in a predicted class, or vice versa – both variants are found in the literature. [2] The diagonal of the matrix therefore represents all instances that are correctly predicted. [3] The name stems from the fact that it makes it easy to see whether the system is confusing two classes (i.e. commonly mislabeling one as another).

It is a special kind of contingency table, with two dimensions ("actual" and "predicted"), and identical sets of "classes" in both dimensions (each combination of dimension and class is a variable in the contingency table).

Example

Given a sample of 12 individuals, 8 that have been diagnosed with cancer and 4 that are cancer-free, where individuals with cancer belong to class 1 (positive) and non-cancer individuals belong to class 0 (negative), we can display that data as follows:

Individual Number123456789101112
Actual Classification111111110000

Assume that we have a classifier that distinguishes between individuals with and without cancer in some way, we can take the 12 individuals and run them through the classifier. The classifier then makes 9 accurate predictions and misses 3: 2 individuals with cancer wrongly predicted as being cancer-free (sample 1 and 2), and 1 person without cancer that is wrongly predicted to have cancer (sample 9).

Individual Number123456789101112
Actual Classification111111110000
Predicted Classification001111111000

Notice, that if we compare the actual classification set to the predicted classification set, there are 4 different outcomes that could result in any particular column. One, if the actual classification is positive and the predicted classification is positive (1,1), this is called a true positive result because the positive sample was correctly identified by the classifier. Two, if the actual classification is positive and the predicted classification is negative (1,0), this is called a false negative result because the positive sample is incorrectly identified by the classifier as being negative. Third, if the actual classification is negative and the predicted classification is positive (0,1), this is called a false positive result because the negative sample is incorrectly identified by the classifier as being positive. Fourth, if the actual classification is negative and the predicted classification is negative (0,0), this is called a true negative result because the negative sample gets correctly identified by the classifier.

We can then perform the comparison between actual and predicted classifications and add this information to the table, making correct results appear in green so they are more easily identifiable.

Individual Number123456789101112
Actual Classification111111110000
Predicted Classification001111111000
ResultFNFNTPTPTPTPTPTPFPTNTNTN

The template for any binary confusion matrix uses the four kinds of results discussed above (true positives, false negatives, false positives, and true negatives) along with the positive and negative classifications. The four outcomes can be formulated in a 2×2 confusion matrix, as follows:

Predicted condition
Total population
= P + N		Positive (PP)Negative (PN)
Actual condition
Positive (P) True positive (TP)
False negative (FN)
Negative (N) False positive (FP)
True negative (TN)
Sources: [4] [5] [6] [7] [8] [9] [10]

The color convention of the three data tables above were picked to match this confusion matrix, in order to easily differentiate the data.

Now, we can simply total up each type of result, substitute into the template, and create a confusion matrix that will concisely summarize the results of testing the classifier:

Predicted condition
Total

8 + 4 = 12

Cancer
7		Non-cancer
5
Actual condition
Cancer
8		62
Non-cancer
4		13

In this confusion matrix, of the 8 samples with cancer, the system judged that 2 were cancer-free, and of the 4 samples without cancer, it predicted that 1 did have cancer. All correct predictions are located in the diagonal of the table (highlighted in green), so it is easy to visually inspect the table for prediction errors, as values outside the diagonal will represent them. By summing up the 2 rows of the confusion matrix, one can also deduce the total number of positive (P) and negative (N) samples in the original dataset, i.e. and .

Table of confusion

In predictive analytics, a table of confusion (sometimes also called a confusion matrix) is a table with two rows and two columns that reports the number of true positives, false negatives, false positives, and true negatives. This allows more detailed analysis than simply observing the proportion of correct classifications (accuracy). Accuracy will yield misleading results if the data set is unbalanced; that is, when the numbers of observations in different classes vary greatly.

For example, if there were 95 cancer samples and only 5 non-cancer samples in the data, a particular classifier might classify all the observations as having cancer. The overall accuracy would be 95%, but in more detail the classifier would have a 100% recognition rate (sensitivity) for the cancer class but a 0% recognition rate for the non-cancer class. F1 score is even more unreliable in such cases, and here would yield over 97.4%, whereas informedness removes such bias and yields 0 as the probability of an informed decision for any form of guessing (here always guessing cancer).

According to Davide Chicco and Giuseppe Jurman, the most informative metric to evaluate a confusion matrix is the Matthews correlation coefficient (MCC). [11]

Other metrics can be included in a confusion matrix, each of them having their significance and use.

Predicted conditionSources: [12] [13] [14] [15] [16] [17] [18] [19]
Total population
= P + N		Predicted Positive (PP)Predicted Negative (PN) Informedness, bookmaker informedness (BM)
= TPR + TNR − 1		 Prevalence threshold (PT)
= ⁠√TPR × FPR - FPR/TPR - FPR⁠
Actual condition
Positive (P) [lower-alpha 1] True positive (TP),
hit [lower-alpha 2] 		False negative (FN),
miss, underestimation		 True positive rate (TPR), recall, sensitivity (SEN), probability of detection, hit rate, power
= ⁠TP/P⁠= 1 − FNR		 False negative rate (FNR),
miss rate
type II error [lower-alpha 3]
= ⁠FN/P⁠= 1 − TPR
Negative (N) [lower-alpha 4] False positive (FP),
false alarm, overestimation		 True negative (TN),
correct rejection [lower-alpha 5] 		False positive rate (FPR),
probability of false alarm, fall-out
type I error [lower-alpha 6]
= ⁠FP/N⁠= 1 − TNR		 True negative rate (TNR),
specificity (SPC), selectivity
= ⁠TN/N⁠= 1 − FPR
Prevalence
= ⁠P/P + N⁠		 Positive predictive value (PPV), precision
= ⁠TP/PP⁠= 1 − FDR		 False omission rate (FOR)
= ⁠FN/PN⁠= 1 − NPV		 Positive likelihood ratio (LR+)
= ⁠TPR/FPR⁠		 Negative likelihood ratio (LR−)
= ⁠FNR/TNR⁠
Accuracy (ACC)
= ⁠TP + TN/P + N⁠		 False discovery rate (FDR)
= ⁠FP/PP⁠= 1 − PPV		 Negative predictive value (NPV)
= ⁠TN/PN⁠= 1 − FOR		 Markedness (MK), deltaP (Δp)
= PPV + NPV − 1		 Diagnostic odds ratio (DOR)
= ⁠LR+/LR−⁠
Balanced accuracy (BA)
= ⁠TPR + TNR/2⁠		 F1 score
= ⁠2 PPV × TPR/PPV + TPR⁠= ⁠2 TP/2 TP + FP + FN⁠		 Fowlkes–Mallows index (FM)
= √PPV × TPR		 Matthews correlation coefficient (MCC)
= √TPR × TNR × PPV × NPV- √FNR × FPR × FOR × FDR		Threat score (TS), critical success index (CSI), Jaccard index
= ⁠TP/TP + FN + FP⁠
  1. ↑ the number of real positive cases in the data
  2. ↑ A test result that correctly indicates the presence of a condition or characteristic
  3. ↑ Type II error: A test result which wrongly indicates that a particular condition or attribute is absent
  4. ↑ the number of real negative cases in the data
  5. ↑ A test result that correctly indicates the absence of a condition or characteristic
  6. ↑ Type I error: A test result which wrongly indicates that a particular condition or attribute is present

Confusion matrices with more than two categories

Confusion matrix is not limited to binary classification and can be used in multi-class classifiers as well. The confusion matrices discussed above have only two conditions: positive and negative. For example, the table below summarizes communication of a whistled language between two speakers, zero values omitted for clarity. [20]

Perceived
vowel
Vowel
produced
ieaou
i151
e11
a795
o4153
u22

See also

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References

  1. ↑ Stehman, Stephen V. (1997). "Selecting and interpreting measures of thematic classification accuracy". Remote Sensing of Environment. 62 (1): 77–89. Bibcode:1997RSEnv..62...77S. doi:10.1016/S0034-4257(97)00083-7.
  2. ↑ Powers, David M. W. (2011). "Evaluation: From Precision, Recall and F-Measure to ROC, Informedness, Markedness & Correlation". Journal of Machine Learning Technologies. 2 (1): 37–63. S2CID   55767944.
  3. ↑ Opitz, Juri (2024). "A Closer Look at Classification Evaluation Metrics and a Critical Reflection of Common Evaluation Practice". Transactions of the Association for Computational Linguistics. 12: 820–836. arXiv: 2404.16958 . doi:10.1162/tacl_a_00675.
  4. ↑ Provost, Foster; Fawcett, Tom (2013). Data science for business: what you need to know about data mining and data-analytic thinking (1. ed., 2. release ed.). Beijing Köln: O'Reilly. ISBN   978-1-4493-6132-7.
  5. ↑ Fawcett, Tom (2006). "An Introduction to ROC Analysis" (PDF). Pattern Recognition Letters. 27 (8): 861–874. Bibcode:2006PaReL..27..861F. doi:10.1016/j.patrec.2005.10.010. S2CID   2027090.
  6. ↑ Powers, David M. W. (2011). "Evaluation: From Precision, Recall and F-Measure to ROC, Informedness, Markedness & Correlation". Journal of Machine Learning Technologies. 2 (1): 37–63.
  7. ↑ Ting, Kai Ming (2011). Sammut, Claude; Webb, Geoffrey I. (eds.). Encyclopedia of machine learning. Springer. doi:10.1007/978-0-387-30164-8. ISBN   978-0-387-30164-8.
  8. ↑ Brooks, Harold; Brown, Barb; Ebert, Beth; Ferro, Chris; Jolliffe, Ian; Koh, Tieh-Yong; Roebber, Paul; Stephenson, David (2015-01-26). "WWRP/WGNE Joint Working Group on Forecast Verification Research". Collaboration for Australian Weather and Climate Research. World Meteorological Organisation. Retrieved 2019-07-17.
  9. ↑ Chicco D, Jurman G (January 2020). "The advantages of the Matthews correlation coefficient (MCC) over F1 score and accuracy in binary classification evaluation". BMC Genomics. 21 (1): 6-1–6-13. doi: 10.1186/s12864-019-6413-7 . PMC   6941312 . PMID   31898477.
  10. ↑ Tharwat A. (August 2018). "Classification assessment methods". Applied Computing and Informatics. 17: 168–192. doi: 10.1016/j.aci.2018.08.003 .
  11. ↑ Chicco D, Jurman G (January 2020). "The advantages of the Matthews correlation coefficient (MCC) over F1 score and accuracy in binary classification evaluation". BMC Genomics. 21 (1): 6-1–6-13. doi: 10.1186/s12864-019-6413-7 . PMC   6941312 . PMID   31898477.
  12. ↑ Fawcett, Tom (2006). "An Introduction to ROC Analysis" (PDF). Pattern Recognition Letters. 27 (8): 861–874. doi:10.1016/j.patrec.2005.10.010. S2CID   2027090.
  13. ↑ Provost, Foster; Tom Fawcett (2013-08-01). "Data Science for Business: What You Need to Know about Data Mining and Data-Analytic Thinking". O'Reilly Media, Inc.
  14. ↑ Powers, David M. W. (2011). "Evaluation: From Precision, Recall and F-Measure to ROC, Informedness, Markedness & Correlation". Journal of Machine Learning Technologies. 2 (1): 37–63.
  15. ↑ Ting, Kai Ming (2011). Sammut, Claude; Webb, Geoffrey I. (eds.). Encyclopedia of machine learning. Springer. doi:10.1007/978-0-387-30164-8. ISBN   978-0-387-30164-8.
  16. ↑ Brooks, Harold; Brown, Barb; Ebert, Beth; Ferro, Chris; Jolliffe, Ian; Koh, Tieh-Yong; Roebber, Paul; Stephenson, David (2015-01-26). "WWRP/WGNE Joint Working Group on Forecast Verification Research". Collaboration for Australian Weather and Climate Research. World Meteorological Organisation. Retrieved 2019-07-17.
  17. ↑ Chicco D, Jurman G (January 2020). "The advantages of the Matthews correlation coefficient (MCC) over F1 score and accuracy in binary classification evaluation". BMC Genomics. 21 (1): 6-1–6-13. doi: 10.1186/s12864-019-6413-7 . PMC   6941312 . PMID   31898477.
  18. ↑ Chicco D, Toetsch N, Jurman G (February 2021). "The Matthews correlation coefficient (MCC) is more reliable than balanced accuracy, bookmaker informedness, and markedness in two-class confusion matrix evaluation". BioData Mining. 14 (13): 13. doi: 10.1186/s13040-021-00244-z . PMC   7863449 . PMID   33541410.
  19. ↑ Tharwat A. (August 2018). "Classification assessment methods". Applied Computing and Informatics. 17: 168–192. doi: 10.1016/j.aci.2018.08.003 .
  20. ↑ Rialland, Annie (August 2005). "Phonological and phonetic aspects of whistled languages". Phonology. 22 (2): 237–271. CiteSeerX   10.1.1.484.4384 . doi:10.1017/S0952675705000552. S2CID   18615779.


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