True and false positives and negatives are used to calculate several useful metrics for evaluating models. Which evaluation metrics are most meaningful depends on the specific model and the specific task, the cost of different misclassifications, and whether the dataset is balanced or imbalanced.
All of the metrics in this section are calculated at a single fixed threshold, and change when the threshold changes. Very often, the user tunes the threshold to optimize one of these metrics.
Accuracy
Accuracy is the proportion of all classifications that were correct, whether positive or negative. It is mathematically defined as:
\[\text{Accuracy} = \frac{\text{correct classifications}}{\text{total classifications}} = \frac{TP+TN}{TP+TN+FP+FN}\]
In the spam classification example, accuracy measures the fraction of all emails correctly classified.
A perfect model would have zero false positives and zero false negatives and therefore an accuracy of 1.0, or 100%.
Because it incorporates all four outcomes from the confusion matrix (TP, FP, TN, FN), given a balanced dataset, with similar numbers of examples in both classes, accuracy can serve as a coarse-grained measure of model quality. For this reason, it is often the default evaluation metric used for generic or unspecified models carrying out generic or unspecified tasks.
However, when the dataset is imbalanced, or where one kind of mistake (FN or FP) is more costly than the other, which is the case in most real-world applications, it's better to optimize for one of the other metrics instead.
For heavily imbalanced datasets, where one class appears very rarely, say 1% of the time, a model that predicts negative 100% of the time would score 99% on accuracy, despite being useless.
Recall, or true positive rate
The true positive rate (TPR), or the proportion of all actual positives that were classified correctly as positives, is also known as recall.
Recall is mathematically defined as:
\[\text{Recall (or TPR)} = \frac{\text{correctly classified actual positives}}{\text{all actual positives}} = \frac{TP}{TP+FN}\]
False negatives are actual positives that were misclassified as negatives, which is why they appear in the denominator. In the spam classification example, recall measures the fraction of spam emails that were correctly classified as spam. This is why another name for recall is probability of detection: it answers the question "What fraction of spam emails are detected by this model?"
A hypothetical perfect model would have zero false negatives and therefore a recall (TPR) of 1.0, which is to say, a 100% detection rate.
In an imbalanced dataset where the number of actual positives is very, very low, say 1-2 examples in total, recall is less meaningful and less useful as a metric.
False positive rate
The false positive rate (FPR) is the proportion of all actual negatives that were classified incorrectly as positives, also known as the probability of false alarm. It is mathematically defined as:
\[\text{FPR} = \frac{\text{incorrectly classified actual negatives}} {\text{all actual negatives}} = \frac{FP}{FP+TN}\]
False positives are actual negatives that were misclassified, which is why they appear in the denominator. In the spam classification example, FPR measures the fraction of legitimate emails that were incorrectly classified as spam, or the model's rate of false alarms.
A perfect model would have zero false positives and therefore a FPR of 0.0, which is to say, a 0% false alarm rate.
In an imbalanced dataset where the number of actual negatives is very, very low, say 1-2 examples in total, FPR is less meaningful and less useful as a metric.
Precision
Precision is the proportion of all the model's positive classifications that are actually positive. It is mathematically defined as:
\[\text{Precision} = \frac{\text{correctly classified actual positives}} {\text{everything classified as positive}} = \frac{TP}{TP+FP}\]
In the spam classification example, precision measures the fraction of emails classified as spam that were actually spam.
A hypothetical perfect model would have zero false positives and therefore a precision of 1.0.
In an imbalanced dataset where the number of actual positives is very, very low, say 1-2 examples in total, precision is less meaningful and less useful as a metric.
Precision improves as false positives decrease, while recall improves when false negatives decrease. But as seen in the previous section, increasing the classification threshold tends to decrease the number of false positives and increase the number of false negatives, while decreasing the threshold has the opposite effects. As a result, precision and recall often show an inverse relationship, where improving one of them worsens the other.
Choice of metric and tradeoffs
The metric(s) you choose to prioritize when evaluating the model and choosing a threshold depend on the costs, benefits, and risks of the specific problem. In the spam classification example, it often makes sense to prioritize recall, nabbing all the spam emails, or precision, trying to ensure that spam-labeled emails are in fact spam, or some balance of the two, above some minimum accuracy level.
| Metric | Guidance |
|---|---|
| Accuracy | Use as a rough indicator of model training progress/convergence for balanced datasets. For model performance, use only in combination with other metrics. Avoid for imbalanced datasets. Consider using another metric. |
| Recall (True positive rate) |
Use when false negatives are more expensive than false positives. |
| False positive rate | Use when false positives are more expensive than false negatives. |
| Precision | Use when it's very important for positive predictions to be accurate. |
(Optional, advanced) F1 score
The F1 score is the harmonic mean (a kind of average) of precision and recall.
Mathematically, it is given by:
This metric balances the importance of precision and recall, and is preferable to accuracy for class-imbalanced datasets. When precision and recall both have perfect scores of 1.0, F1 will also have a perfect score of 1.0. More broadly, when precision and recall are close in value, F1 will be close to their value. When precision and recall are far apart, F1 will be similar to whichever metric is worse.