False positive rate, false negative rate, and the predictive values

54 min
Block 15 — The classification metrics
Objective
complete the set of eight rates derivable from a binary confusion matrix by defining the four that chapters 053 to 057 left aside — FPR, FNR, NPV and FOR — together with the FDR that mirrors precision; organize all eight by their denominator into two families of two complementary pairs and establish that family membership predicts whether a number travels between populations; measure that partition on a frozen classifier across a prevalence sweep; derive NPV and FOR from Bayes' theorem and verify the derivation against counted cells; expose the negative predictive value of rare-disease screening as an artefact of rarity; establish FPR as the ROC x-axis and separate it from the false alarm volume that staffs a queue; distinguish the classification FDR from the one Benjamini-Hochberg controls; work one screening instrument through three prevalences with all eight rates at each; map each rate onto the stakeholder whose question it answers; implement in scikit-learn the rates it does not name; attach confidence intervals to all eight; and extend the set to the multiclass case under one-versus-rest.
Estimated duration
90 minutes
Prerequisites
chapters 029, 030, 034, 050, 051, 052, 053, 054, 055 and 056
Associated quizzes
058.1-quiz-fpr-and-the-roc-axis.md to 058.9-quiz-reporting-the-eight-rates.md

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This lesson is part of the “Classification Metrics” module

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