In this homework assignment, you will work through various classification metrics. You will be asked to create functions in R to carry out the various calculations. You will also investigate some functions in packages that will let you obtain the equivalent results. Finally, you will create graphical output that also can be used to evaluate the output of classification models, such as binary logistic regression.
Download the classification output data set (attached in Blackboard to the assignment).
## # A tibble: 15 Γ 11
## pregnant glucose diastolic skinfold insulin bmi pedigree age class
## <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 7 124 70 33 215 25.5 0.161 37 0
## 2 2 122 76 27 200 35.9 0.483 26 0
## 3 3 107 62 13 48 22.9 0.678 23 1
## 4 1 91 64 24 0 29.2 0.192 21 0
## 5 4 83 86 19 0 29.3 0.317 34 0
## 6 1 100 74 12 46 19.5 0.149 28 0
## 7 9 89 62 0 0 22.5 0.142 33 0
## 8 8 120 78 0 0 25 0.409 64 0
## 9 1 79 60 42 48 43.5 0.678 23 0
## 10 2 123 48 32 165 42.1 0.52 26 0
## 11 5 88 78 30 0 27.6 0.258 37 0
## 12 5 108 72 43 75 36.1 0.263 33 0
## 13 13 76 60 0 0 32.8 0.18 41 0
## 14 0 100 70 26 50 30.8 0.597 21 0
## 15 7 194 68 28 0 35.9 0.745 41 1
## # βΉ 2 more variables: scored.class <dbl>, scored.probability <dbl>
The data set has three key columns we will use: * class: the actual class for the observation * scored.class: the predicted class for the observation (based on a threshold of 0.5) * scored.probability: the predicted probability of success for the observation Use the table() function to get the raw confusion matrix for this scored dataset. Make sure you understand the output. In particular, do the rows represent the actual or predicted class? The columns?
confusion_matrix <- df |>
select(class, scored.class) |>
mutate(class = recode(class, `0` = "Actual Negative", `1` = "Actual Positive"),
scored.class = recode(scored.class, `0` = "Predicted Negative", `1` = "Predicted Positive")) |>
table()
confusion_matrix## scored.class
## class Predicted Negative Predicted Positive
## Actual Negative 119 5
## Actual Positive 30 27
The rows are the actual data while the columns are the predicted class.
Write a function that takes the data set as a dataframe, with actual and predicted classifications identified, and returns the accuracy of the predictions.
\[Accuracy= \frac{TP+TN}{TP+FP+TN+FN}\]
acc_func <- function(df) {
tp <- sum(df$class == 1 & df$scored.class == 1)
tn <- sum(df$class == 0 & df$scored.class == 0)
return((tn + tp)/nrow(df))
}
acc_func(df)## [1] 0.8066298
Write a function that takes the data set as a dataframe, with actual and predicted classifications identified, and returns the classification error rate of the predictions.
\[ Classification \ Error \ Rate = \frac{FP+FN}{TP+FP+TN+FN} \]
cer_func <- function(df) {
fp <- sum(df$class == 0 & df$scored.class == 1)
fn <- sum(df$class == 1 & df$scored.class == 0)
return((fp + fn)/nrow(df))
}
cer_func(df)## [1] 0.1933702
Verify that you get an accuracy and an error rate that sums to one.
## [1] 1
Write a function that takes the data set as a dataframe, with actual and predicted classifications identified, and returns the precision of the predictions.
\[ Precision = \frac{TP}{TP+FP} \]
prec_func <- function(df) {
tp <- sum(df$class == 1 & df$scored.class == 1)
fp <- sum(df$class == 0 & df$scored.class == 1)
return(tp/(tp + fp))
}
prec_func(df)## [1] 0.84375
Write a function that takes the data set as a dataframe, with actual and predicted classifications identified, and returns the sensitivity of the predictions. Sensitivity is also known as recall.
\[ Sensitivity = \frac{TP}{TP+FN} \]
sens_func <- function(df) {
tp <- sum(df$class == 1 & df$scored.class == 1)
fn <- sum(df$class == 1 & df$scored.class == 0)
return(tp/(tp + fn))
}
sens_func(df)## [1] 0.4736842
Write a function that takes the data set as a dataframe, with actual and predicted classifications identified, and returns the specificity of the predictions.
\[ Specificity = \frac{TN}{TN+FP} \]
spec_func <- function(df) {
tn <- sum(df$class == 0 & df$scored.class == 0)
fp <- sum(df$class == 0 & df$scored.class == 1)
return(tn/(tn + fp))
}
spec_func(df)## [1] 0.9596774
Write a function that takes the data set as a dataframe, with actual and predicted classifications identified, and returns the F1 score of the predictions
\[ F1 \ Score = \frac{2 (Precision) (Sensitivity)}{Precisision + Sensitivity} \]
f1_func <- function(df) {
return((2 * prec_func(df) * sens_func(df))/(prec_func(df) + sens_func(df)))
}
f1_func(df)## [1] 0.6067416
Before we move on, letβs consider a question that was asked: What are the bounds on the F1 score? Show that the F1 score will always be between 0 and 1. (Hint: If 0 < π < 1 and 0 < π < 1 then ππ < π.)
If we let a = Precision and b = Sensitivity, then
\[ 0 \leq F1 \\ \Rightarrow 0 \leq \frac{2(a)(b)}{a+b}, \ \text{where a and b lower bound is zero} \\ \text{since a and b are two nonnegative value F1 is always greater than or equal to zero} \\ \Rightarrow \frac{2(a)(b)}{a+b} \leq 1, \text{where the upper bounds for a and b is 1} \\ \Rightarrow \frac{2(1)(1)}{1+1} \leq 1 \Rightarrow \frac{2}{2} \leq 1 \Rightarrow 1 = 1 \\ \text{So,} \ 0 \leq F1 \leq 1 \]
Write a function that generates an ROC curve from a data set with a true classification column (class in our example) and a probability column (scored.probability in our example). Your function should return a list that includes the plot of the ROC curve and a vector that contains the calculated area under the curve (AUC). Note that I recommend using a sequence of thresholds ranging from 0 to 1 at 0.01 intervals.
library(pROC)
roc_plot <- roc(df$class, df$scored.probability)
plot(roc_plot, main = "ROC Curve", xlab = "False Positive Rate", ylab = "True Positive Rate",
col = "red", print.auc = TRUE)Use your created R functions and the provided classification output data set to produce all of the classification metrics discussed above.
library(knitr)
classification_metrics <- c(acc_func(df), cer_func(df), prec_func(df), sens_func(df),
spec_func(df), f1_func(df))
names(classification_metrics) <- c("Accuracy", "Classification Error Rate", "Precision",
"Sensitivity", "Specificity", "F1 Score")
metrics_data <- data.frame(Metrics = names(classification_metrics), Values = classification_metrics)
kable(classification_metrics, caption = "Classification Metrics")| x | |
|---|---|
| Accuracy | 0.8066298 |
| Classification Error Rate | 0.1933702 |
| Precision | 0.8437500 |
| Sensitivity | 0.4736842 |
| Specificity | 0.9596774 |
| F1 Score | 0.6067416 |
Investigate the caret package. In particular, consider the functions confusionMatrix, sensitivity, and specificity. Apply the functions to the data set. How do the results compare with your own functions?
library(caret)
df_2 <- df |>
select(class, scored.class) |>
mutate(scored.class = as.factor(scored.class), class = as.factor(class))
caret_values <- confusionMatrix(df_2$class, df_2$scored.class)
caret_list <- c(caret_values$overall["Accuracy"], 1 - caret_values$overall["Accuracy"],
caret_values$byClass["Specificity"], caret_values$byClass["Neg Pred Value"],
caret_values$byClass["Pos Pred Value"], caret_values$byClass["F1"])
metrics_data$caret_values <- caret_list
metrics_data <- metrics_data |>
select(, -1)
kable(metrics_data)| Values | caret_values | |
|---|---|---|
| Accuracy | 0.8066298 | 0.8066298 |
| Classification Error Rate | 0.1933702 | 0.1933702 |
| Precision | 0.8437500 | 0.8437500 |
| Sensitivity | 0.4736842 | 0.4736842 |
| Specificity | 0.9596774 | 0.9596774 |
| F1 Score | 0.6067416 | 0.8717949 |
Investigate the pROC package. Use it to generate an ROC curve for the data set. How do the results compare with your own functions?
roc_plot <- roc(df$class, df$scored.probability)
plot(roc_plot, main = "ROC Curve", xlab = "False Positive Rate", ylab = "True Positive Rate",
col = "red", print.auc = TRUE)