Database Reference
In-Depth Information
Table 4.5
An example for calculating PEM for instances of Table 4.2.
Place
Success
Model
Random
Optimal
t [ k ]
in list
probability
Qrecall
Qrecall
Qrecall
S1
S2
S3
1
0.45
1
0 . 25
0 . 1
0 . 25
0 . 15
0
0 . 15
2
0.34
0
0 . 25
0 . 2
0 . 5
0 . 05
0
0 . 3
0 . 5
0 . 3
0 . 75
0 . 2
0 . 45
3
0.32
1
0
0 . 75
0 . 4
0 . 35
0 . 6
4
0.26
1
1
0
5
0.15
0
0 . 75
0 . 5
1
0 . 25
0
0 . 5
6
0.14
0
0 . 75
0 . 6
1
0 . 15
0
0 . 4
7
0.09
1
1
0 . 7
1
0 . 3
0
0 . 3
8
0.07
0
1
0
.
8
1
0
.
2
0
0
.
2
9
0.06
0
1
0
.
9
1
0
.
1
0
0
.
1
10
0.03
0
1
1
1
0
0
0
Tota l
1 . 75
0
3
where n denotes the number of instances that are actually classified as
“negative”. Table 4.5 illustrates the calculation of PEM for the instances
in Table 4.2. Note that the random Qrecall does not represent a certain
realization but the expected values. The optimal qrecall is calculated as if
the “positive” instances have been located in the top of the list.
Note that the PEM somewhat resembles the Gini index produced from
Lorentz curves which appear in economics when dealing with the distribu-
tion of income. Indeed, this measure indicates the difference between the
distribution of positive samples in a prediction and the uniform distribution.
Note also that this measure gives an indication of the total lift of the model
at every point. In every quota size, the difference between the Qrecall of the
model and the Qrecall of a random model expresses the lift in extracting
the potential of the test set due to the use in the model (for good or for
bad).
4.2.7
Which Decision Tree Classifier is Better?
Below we discuss some of the most common statistical methods proposed
[ Dietterich (1998) ] for answering the following question: Given two inducers
AandBandadataset S , which inducer will produce more accurate
classifiers when trained on datasets of the same size?
4.2.7.1
McNemar's Test
Let S be the available set of data, which is divided into a training set R
and a test set T . Then we consider two inducers A and B trained on the
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