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Chunk #23 — Background — Performance assessment — Performance measures

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Random forest versus logistic regression: a large-scale benchmark experiment.
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Given a classifier and a test dataset of size ntest, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat {p}_{i}$\end{document}p^i, i=1,…,n denote the estimated probability of the ith observation (i=1,…,ntest) to belong to class Y=1, while the true class membership of observation i is simply denoted as yi. Following the Bayes rule implicitly adopted in LR and RF, the predicted class \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat {y}_{i}$\end{document}ŷi is simply defined as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat {y}_{i}=1$\end{document}ŷi=1 if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat {p}_{i}>0.5$\end{document}p^i>0.5 and 0 otherwise.