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Costs function for poor classification

Source: R/prob-classification_cost.R
classification_cost.Rd

classification_cost() calculates the cost of a poor prediction based on user-defined costs. The costs are multiplied by the estimated class probabilities and the mean cost is returned.

Usage

classification_cost(data, ...)

# S3 method for class 'data.frame'
classification_cost(
  data,
  truth,
  ...,
  costs = NULL,
  na_rm = TRUE,
  event_level = yardstick_event_level(),
  case_weights = NULL
)

classification_cost_vec(
  truth,
  estimate,
  costs = NULL,
  na_rm = TRUE,
  event_level = yardstick_event_level(),
  case_weights = NULL,
  ...
)

Arguments

data

A data.frame containing the columns specified by truth and ....

...

A set of unquoted column names or one or more dplyr selector functions to choose which variables contain the class probabilities. If truth is binary, only 1 column should be selected, and it should correspond to the value of event_level. Otherwise, there should be as many columns as factor levels of truth and the ordering of the columns should be the same as the factor levels of truth.

truth

The column identifier for the true class results (that is a factor). This should be an unquoted column name although this argument is passed by expression and supports quasiquotation (you can unquote column names). For _vec() functions, a factor vector.

costs

A data frame with columns "truth", "estimate", and "cost".

"truth" and "estimate" should be character columns containing unique combinations of the levels of the truth factor.

"costs" should be a numeric column representing the cost that should be applied when the "estimate" is predicted, but the true result is "truth".

It is often the case that when "truth" == "estimate", the cost is zero (no penalty for correct predictions).

If any combinations of the levels of truth are missing, their costs are assumed to be zero.

If NULL, equal costs are used, applying a cost of 0 to correct predictions, and a cost of 1 to incorrect predictions.

na_rm

A logical value indicating whether NA values should be stripped before the computation proceeds.

event_level

A single string. Either "first" or "second" to specify which level of truth to consider as the "event". This argument is only applicable when estimator = "binary". The default uses an internal helper that defaults to "first".

case_weights

The optional column identifier for case weights. This should be an unquoted column name that evaluates to a numeric column in data. For _vec() functions, a numeric vector, hardhat::importance_weights(), or hardhat::frequency_weights().

estimate

If truth is binary, a numeric vector of class probabilities corresponding to the "relevant" class. Otherwise, a matrix with as many columns as factor levels of truth. It is assumed that these are in the same order as the levels of truth.

Value

A tibble with columns .metric, .estimator, and .estimate and 1 row of values.

For grouped data frames, the number of rows returned will be the same as the number of groups.

For class_cost_vec(), a single numeric value (or NA).

Details

As an example, suppose that there are three classes: "A", "B", and "C". Suppose there is a truly "A" observation with class probabilities A = 0.3 / B = 0.3 / C = 0.4. Suppose that, when the true result is class "A", the costs for each class were A = 0 / B = 5 / C = 10, penalizing the probability of incorrectly predicting "C" more than predicting "B". The cost for this prediction would be 0.3 * 0 + 0.3 * 5 + 0.4 * 10. This calculation is done for each sample and the individual costs are averaged.

See also

Other class probability metrics: average_precision(), brier_class(), gain_capture(), mn_log_loss(), pr_auc(), roc_auc(), roc_aunp(), roc_aunu()

Author

Max Kuhn

Examples

library(dplyr)

# ---------------------------------------------------------------------------
# Two class example
data(two_class_example)

# Assuming `Class1` is our "event", this penalizes false positives heavily
costs1 <- tribble(
  ~truth,   ~estimate, ~cost,
  "Class1", "Class2",  1,
  "Class2", "Class1",  2
)

# Assuming `Class1` is our "event", this penalizes false negatives heavily
costs2 <- tribble(
  ~truth,   ~estimate, ~cost,
  "Class1", "Class2",  2,
  "Class2", "Class1",  1
)

classification_cost(two_class_example, truth, Class1, costs = costs1)
#> # A tibble: 1 × 3
#>   .metric             .estimator .estimate
#>   <chr>               <chr>          <dbl>
#> 1 classification_cost binary         0.288

classification_cost(two_class_example, truth, Class1, costs = costs2)
#> # A tibble: 1 × 3
#>   .metric             .estimator .estimate
#>   <chr>               <chr>          <dbl>
#> 1 classification_cost binary         0.260

# ---------------------------------------------------------------------------
# Multiclass
data(hpc_cv)

# Define cost matrix from Kuhn and Johnson (2013)
hpc_costs <- tribble(
  ~estimate, ~truth, ~cost,
  "VF",      "VF",    0,
  "VF",      "F",     1,
  "VF",      "M",     5,
  "VF",      "L",    10,
  "F",       "VF",    1,
  "F",       "F",     0,
  "F",       "M",     5,
  "F",       "L",     5,
  "M",       "VF",    1,
  "M",       "F",     1,
  "M",       "M",     0,
  "M",       "L",     1,
  "L",       "VF",    1,
  "L",       "F",     1,
  "L",       "M",     1,
  "L",       "L",     0
)

# You can use the col1:colN tidyselect syntax
hpc_cv %>%
  filter(Resample == "Fold01") %>%
  classification_cost(obs, VF:L, costs = hpc_costs)
#> # A tibble: 1 × 3
#>   .metric             .estimator .estimate
#>   <chr>               <chr>          <dbl>
#> 1 classification_cost multiclass     0.779

# Groups are respected
hpc_cv %>%
  group_by(Resample) %>%
  classification_cost(obs, VF:L, costs = hpc_costs)
#> # A tibble: 10 × 4
#>    Resample .metric             .estimator .estimate
#>    <chr>    <chr>               <chr>          <dbl>
#>  1 Fold01   classification_cost multiclass     0.779
#>  2 Fold02   classification_cost multiclass     0.735
#>  3 Fold03   classification_cost multiclass     0.654
#>  4 Fold04   classification_cost multiclass     0.754
#>  5 Fold05   classification_cost multiclass     0.777
#>  6 Fold06   classification_cost multiclass     0.737
#>  7 Fold07   classification_cost multiclass     0.743
#>  8 Fold08   classification_cost multiclass     0.749
#>  9 Fold09   classification_cost multiclass     0.760
#> 10 Fold10   classification_cost multiclass     0.771