The Balanced Accuracy and Its Posterior Distribution

Evaluating the performance of a classification algorithm critically requires a measure of the degree to which unseen examples have been identified with their correct class labels. In practice, generalizability is frequently estimated by averaging the accuracies obtained on individual cross-validatio...

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Hauptverfasser: Brodersen, Kay H, Cheng Soon Ong, Stephan, Klaas E, Buhmann, Joachim M
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Cheng Soon Ong
Stephan, Klaas E
Buhmann, Joachim M
description Evaluating the performance of a classification algorithm critically requires a measure of the degree to which unseen examples have been identified with their correct class labels. In practice, generalizability is frequently estimated by averaging the accuracies obtained on individual cross-validation folds. This procedure, however, is problematic in two ways. First, it does not allow for the derivation of meaningful confidence intervals. Second, it leads to an optimistic estimate when a biased classifier is tested on an imbalanced dataset. We show that both problems can be overcome by replacing the conventional point estimate of accuracy by an estimate of the posterior distribution of the balanced accuracy.
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source IEEE Electronic Library (IEL) Conference Proceedings
subjects Accuracy
Approximation algorithms
bias
class imbalance
classification performance
generalizability
Inference algorithms
Machine learning
Prediction algorithms
Probabilistic logic
Training
title The Balanced Accuracy and Its Posterior Distribution
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