Abstract:Machine learning continues to grow in popularity in academia, in industry, and is increasingly used in other fields. However, most of the common metrics used to evaluate even simple binary classification models have shortcomings that are neither immediately obvious nor consistently taught to practitioners. Here we present Interactive Classification Metrics (ICM), an application to visualize and explore the relationships between different evaluation metrics. The user changes the distribution statistics and explores corresponding changes across a suite of evaluation metrics. The interactive, graphical nature of this tool emphasizes the tradeoffs of each metric without the overhead of data wrangling and model training. The goals of this application are: (1) to aid practitioners in the ever-expanding machine learning field to choose the most appropriate evaluation metrics for their classification problem; (2) to promote careful attention to interpretation that is required even in the simplest scenarios like binary classification. Our application is publicly available for free under the MIT license as a Python package on PyPI at https://pypi.org/project/interactive-classification-metrics and on GitHub at https://github.com/davhbrown/interactive_classification_metrics.
Abstract:Many fields use the ROC curve and the PR curve as standard evaluations of binary classification methods. Analysis of ROC and PR, however, often gives misleading and inflated performance evaluations, especially with an imbalanced ground truth. Here, we demonstrate the problems with ROC and PR analysis through simulations, and propose the MCC-F1 curve to address these drawbacks. The MCC-F1 curve combines two informative single-threshold metrics, MCC and the F1 score. The MCC-F1 curve more clearly differentiates good and bad classifiers, even with imbalanced ground truths. We also introduce the MCC-F1 metric, which provides a single value that integrates many aspects of classifier performance across the whole range of classification thresholds. Finally, we provide an R package that plots MCC-F1 curves and calculates related metrics.