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Precision vs recall — when do you optimize each?

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Answer

  • Precision = TP / (TP + FP): of the items flagged positive, how many really are.
  • Recall = TP / (TP + FN): of the actual positives, how many we caught.
  • Optimize precision when false positives are costly (spam filter, fraud alert to a user).
  • Optimize recall when missing a positive is costly (cancer screening, security threats).
  • F1 balances them.
Check yourself — multiple choice
  • Precision measures how many positives we found; recall measures purity
  • Precision = TP/(TP+FP), Recall = TP/(TP+FN)
  • Precision and recall are the same on balanced data
  • Recall is always more important than precision

Precision cares about the purity of positive predictions; recall cares about coverage of true positives.

#metrics#classification

Practise Supervised Learning

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