混淆矩阵的信息标准

发布于 2024-07-14 13:12:31 字数 243 浏览 10 评论 0原文

人们可以使用 Akaike 信息准则 (AIC) 来衡量统计模型的拟合优度,该准则考虑了用于拟合优度以及用于模型创建的参数数量。 AIC 涉及计算该模型的似然函数最大值 (L)。 给定分类模型的预测结果(表示为混淆矩阵),如何计算L

One can measure goodness of fit of a statistical model using Akaike Information Criterion (AIC), which accounts for goodness of fit and for the number of parameters that were used for model creation. AIC involves calculation of maximized value of likelihood function for that model (L).
How can one compute L, given prediction results of a classification model, represented as a confusion matrix?

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江南烟雨〆相思醉 2024-07-21 13:12:31

无法从混淆矩阵计算 AIC,因为它不包含有关可能性的任何信息。 根据您使用的模型,可能可以计算似然或准似然,从而计算 AIC 或 QIC。

您正在研究的分类问题是什么?您的模型是什么?

在分类环境中,通常使用其他措施来进行 GoF 测试。 我建议阅读 Hastie、Tibshirani 和 Friedman 撰写的《统计学习的要素》,以便对这种方法有一个很好的概述。

希望这可以帮助。

It is not possible to calculate the AIC from a confusion matrix since it doesn't contain any information about the likelihood. Depending on the model you are using it may be possible to calculate the likelihood or quasi-likelihood and hence the AIC or QIC.

What is the classification problem that you are working on, and what is your model?

In a classification context often other measures are used to do GoF testing. I'd recommend reading through The Elements of Statistical Learning by Hastie, Tibshirani and Friedman to get a good overview of this kind of methodology.

Hope this helps.

神经暖 2024-07-21 13:12:31

Kononenko 和 Bratko 的基于信息的分类器性能评估标准正是我所要的正在寻找:

分类准确率通常用作分类性能的衡量标准。 然而,已知该措施有几个缺陷。 公平的评估标准应该排除类别概率的影响,这可能使完全不知情的分类器轻松实现高分类精度。 本文提出了一种评估分类器答案的信息得分的方法。 它排除了先验概率的影响,处理各种类型的不完美或概率答案,还可以用于比较不同领域的性能。

Information-Based Evaluation Criterion for Classifier's Performance by Kononenko and Bratko is exactly what I was looking for:

Classification accuracy is usually used as a measure of classification performance. This measure is, however, known to have several defects. A fair evaluation criterion should exclude the influence of the class probabilities which may enable a completely uninformed classifier to trivially achieve high classification accuracy. In this paper a method for evaluating the information score of a classifier''s answers is proposed. It excludes the influence of prior probabilities, deals with various types of imperfect or probabilistic answers and can be used also for comparing the performance in different domains.

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