false positive rate

fpr.factor

R Documentation

Description

The fpr()-function computes the False Positive Rate (FPR), also known as the fall-out (fallout()), between two vectors of predicted and observed factor() values. The weighted.fpr() function computes the weighted false positive rate.

Usage

## S3 method for class 'factor'
fpr(actual, predicted, micro = NULL, na.rm = TRUE, ...)

## S3 method for class 'factor'
weighted.fpr(actual, predicted, w, micro = NULL, na.rm = TRUE, ...)

## S3 method for class 'cmatrix'
fpr(x, micro = NULL, na.rm = TRUE, ...)

## S3 method for class 'factor'
fallout(actual, predicted, micro = NULL, na.rm = TRUE, ...)

## S3 method for class 'factor'
weighted.fallout(actual, predicted, w, micro = NULL, na.rm = TRUE, ...)

## S3 method for class 'cmatrix'
fallout(x, micro = NULL, na.rm = TRUE, ...)

fpr(...)

fallout(...)

weighted.fpr(...)

weighted.fallout(...)

Arguments

actual	A vector of <factor>- of length \(n\), and \(k\) levels.
predicted	A vector of <factor>-vector of length \(n\), and \(k\) levels.
micro	A <logical>-value of length \(1\) (default: NULL). If TRUE it returns the micro average across all \(k\) classes, if FALSE it returns the macro average.
na.rm	A <logical> value of length \(1\) (default: TRUE). If TRUE, NA values are removed from the computation. This argument is only relevant when micro != NULL. When na.rm = TRUE, the computation corresponds to sum(c(1, 2, NA), na.rm = TRUE) / length(na.omit(c(1, 2, NA))). When na.rm = FALSE, the computation corresponds to sum(c(1, 2, NA), na.rm = TRUE) / length(c(1, 2, NA)).
…	Arguments passed into other methods
w	A <numeric>-vector of length \(n\). NULL by default.
x	A confusion matrix created cmatrix().

Value

If micro is NULL (the default), a named <numeric>-vector of length k

If micro is TRUE or FALSE, a <numeric>-vector of length 1

Calculation

The metric is calculated for each class \(k\) as follows,

\[ \frac{\#FP_k}{\#FP_k + \#TN_k} \]

Where \(\#FP_k\) and \(\#TN_k\) represent the number of false positives and true negatives, respectively, for each class \(k\).

Examples

# 1) recode Iris
# to binary classification
# problem
iris$species_num <- as.numeric(
  iris$Species == "virginica"
)

# 2) fit the logistic
# regression
model <- glm(
  formula = species_num ~ Sepal.Length + Sepal.Width,
  data    = iris,
  family  = binomial(
    link = "logit"
  )
)

# 3) generate predicted
# classes
predicted <- factor(
  as.numeric(
    predict(model, type = "response") >` 0.5
  ),
  levels = c(1,0),
  labels = c("Virginica", "Others")
)

# 3.1) generate actual
# classes
actual <- factor(
  x = iris$species_num,
  levels = c(1,0),
  labels = c("Virginica", "Others")
)

# 4) evaluate class-wise performance
# using False Positive Rate

# 4.1) unweighted False Positive Rate
fpr(
  actual    = actual,
  predicted = predicted
)

# 4.2) weighted False Positive Rate
weighted.fpr(
  actual    = actual,
  predicted = predicted,
  w         = iris$Petal.Length/mean(iris$Petal.Length)
)

# 5) evaluate overall performance
# using micro-averaged False Positive Rate
cat(
  "Micro-averaged False Positive Rate", fpr(
    actual    = actual,
    predicted = predicted,
    micro     = TRUE
  ),
  "Micro-averaged False Positive Rate (weighted)", weighted.fpr(
    actual    = actual,
    predicted = predicted,
    w         = iris$Petal.Length/mean(iris$Petal.Length),
    micro     = TRUE
  ),
  sep = "\n"
)