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王昕彤 · 2022年04月09日

关于type I error与type II error的理解问题

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NO.PZ202108310100000105

问题如下:

Based on Exhibit 1, which confusion matrix demonstrates the most favorable value of the performance metric that best addresses Azarov’s concern?

选项:

A.

Confusion Matrix A

B.

Confusion Matrix B

C.

Confusion Matrix C

解释:

A is correct.

Precision is the ratio of correctly predicted positive classes to all predicted positive classes and is useful in situations where the cost of false positives or Type I errors is high.

Confusion Matrix A has the highest precision and therefore demonstrates the most favorable value of the performance metric that best addresses Azarov’s concern about the cost of Type I errors.

Confusion Matrix A has a precision score of 0.95, which is higher than the precision scores of Confusion Matrix B (0.93) and Confusion Matrix C (0.86).

B is incorrect because precision, not accuracy, is the performance measure that best addresses Azarov’s concern about the cost of Type I errors.

Confusion Matrix B demonstrates the most favorable value for the accuracy score (0.92), which is higher than the accuracy scores of Confusion Matrix A (0.91) and Confusion Matrix C (0.91).

Accuracy is a performance measure that gives equal weight to false positives and false negatives and is considered an appropriate performance measure when the class distribution in the dataset is equal (a balanced dataset).

However, Azarov is most concerned with the cost of false positives, or Type I errors, and not with finding the equilibrium between precision and recall.

Furthermore, Dataset XYZ has an unequal (unbalanced) class distribution between positive sentiment and negative sentiment sentences.

C is incorrect because precision, not recall or F1 score, is the performance measure that best addresses Azarov’s concern about the cost of Type I errors.

Confusion Matrix C demonstrates the most favorable value for the recall score (0.97), which is higher than the recall scores of Confusion Matrix A (0.87) and Confusion Matrix B (0.90).

Recall is the ratio of correctly predicted positive classes to all actual positive classes and is useful in situations where the cost of false negatives, or Type II errors, is high.

However, Azarov is most concerned with the cost of Type I errors, not Type II errors.

F1 score is more appropriate (than accuracy) when there is unequal class distribution in the dataset and it is necessary to measure the equilibrium of precision and recall.

Confusion Matrix C demonstrates the most favorable value for the F1 score (0.92), which is higher than the F1 scores of Confusion Matrix A (0.91) and Confusion Matrix B (0.91).

Although Dataset XYZ has an unequal class distribution between positive sentiment and negative sentiment sentences, Azarov is most concerned with the cost of false positives, or Type I errors, and not with finding the equilibrium between precision and recall.

老师,之前我们讲过,type I error 是拒真错误,实际是positive的预测为negative,这样理解的话就应该是FN代表一类错误,反之FP代表type II error(即实际是negative的预测为positive),但这样理解就和讲义中346页里的不一致了,我不太理解,能帮忙详细解答以下吗

1 个答案

星星_品职助教 · 2022年04月10日

同学你好,

假设检验的原假设为negative。

所以Type I error即“拒真”就是实际情况应为原假设所假设的negative,却错误的拒绝掉了,结果得出了(错误的)positive的结论(False Positive,FP)

同理,False Negative就是实际情况应为positive,此时却没有拒绝掉错误的原假设,结果得到了(错误的)negative的结论,也就是Type II error。