mlr_measures_classif.costs: Cost-sensitive Classification Measure

Description Dictionary Parameters Meta Information Super classes Active bindings Methods See Also Examples

Description

Uses a cost matrix to create a classification measure. True labels must be arranged in columns, predicted labels must be arranged in rows. The cost matrix is stored as slot $costs.

For calculation of the score, the confusion matrix is multiplied element-wise with the cost matrix. The costs are then summed up (and potentially divided by the number of observations if normalize is set to TRUE (default)).

This measure requires the Task during scoring to ensure that the rows and columns of the cost matrix are in the same order as in the confusion matrix.

Dictionary

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

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mlr_measures$get("classif.costs")
msr("classif.costs")

Parameters

Id Type Default Range Levels
normalize logical TRUE (-Inf, Inf) TRUE, FALSE

Meta Information

Super classes

mlr3::Measure -> mlr3::MeasureClassif -> MeasureClassifCosts

Active bindings

costs

(numeric matrix())
Matrix of costs (truth in columns, predicted response in rows).

Methods

Public methods

Inherited methods

Method new()

Creates a new instance of this R6 class.

Usage
MeasureClassifCosts$new()

Method clone()

The objects of this class are cloneable with this method.

Usage
MeasureClassifCosts$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

See Also

Other Measure: MeasureClassif, MeasureRegr, Measure, mlr_measures_aic, mlr_measures_bic, mlr_measures_debug, mlr_measures_elapsed_time, mlr_measures_oob_error, mlr_measures_selected_features, mlr_measures

Other classification measures: mlr_measures_classif.acc, mlr_measures_classif.auc, mlr_measures_classif.bacc, mlr_measures_classif.bbrier, mlr_measures_classif.ce, mlr_measures_classif.dor, mlr_measures_classif.fbeta, mlr_measures_classif.fdr, mlr_measures_classif.fnr, mlr_measures_classif.fn, mlr_measures_classif.fomr, mlr_measures_classif.fpr, mlr_measures_classif.fp, mlr_measures_classif.logloss, mlr_measures_classif.mbrier, mlr_measures_classif.mcc, mlr_measures_classif.npv, mlr_measures_classif.ppv, mlr_measures_classif.prauc, mlr_measures_classif.precision, mlr_measures_classif.recall, mlr_measures_classif.sensitivity, mlr_measures_classif.specificity, mlr_measures_classif.tnr, mlr_measures_classif.tn, mlr_measures_classif.tpr, mlr_measures_classif.tp

Other multiclass classification measures: mlr_measures_classif.acc, mlr_measures_classif.bacc, mlr_measures_classif.ce, mlr_measures_classif.logloss, mlr_measures_classif.mbrier

Examples

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# get a cost sensitive task
task = tsk("german_credit")

# cost matrix as given on the UCI page of the german credit data set
# https://archive.ics.uci.edu/ml/datasets/statlog+(german+credit+data)
costs = matrix(c(0, 5, 1, 0), nrow = 2)
dimnames(costs) = list(truth = task$class_names, predicted = task$class_names)
print(costs)

# mlr3 needs truth in columns, predictions in rows
costs = t(costs)

# create a cost measure which calculates the absolute costs
m = msr("classif.costs", id = "german_credit_costs", costs = costs, normalize = FALSE)

# fit models and evaluate with the cost measure
learner = lrn("classif.rpart")
rr = resample(task, learner, rsmp("cv", folds = 3))
rr$aggregate(m)

mlr3 documentation built on Aug. 6, 2021, 1:07 a.m.