Analyzing Model Performance
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Included in this chapter:
- Reading the confusion matrix and its metrics
- Baselines, Clarify bias and SHAP, and Debugger
- Exam patterns: metric choice, shadow vs A/B, tradeoffs
Which evaluation metric for which problem
| Metric | Problem type | Optimize when | Key caveat |
|---|---|---|---|
| Accuracy | Balanced classification | Errors cost about the same and classes are even | Misleads on imbalanced data: a constant predictor can score high |
| Precision | Classification | A false positive is expensive (e.g. blocking a good transaction) | Ignores missed positives; pair with recall |
| Recall (sensitivity) | Classification | A missed positive is expensive (e.g. cancer, fraud) | Ignores false alarms; pair with precision |
| F1 score | Imbalanced classification | You need precision and recall jointly high | Harmonic mean hides which of the two is weak |
| ROC AUC | Classification | Ranking models across all thresholds | Can look optimistic when negatives vastly outnumber positives |
| PR AUC | Heavily imbalanced classification | Positive class is rare and you care about it | Less familiar than ROC; baseline shifts with class ratio |
| RMSE | Regression | Large errors must be penalized hard | Outlier-sensitive; no confusion matrix applies |
| MAE | Regression | You want robustness to outliers | Treats all error sizes linearly |
Decision tree
Cheat sheet
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References
- https://docs.aws.amazon.com/sagemaker/latest/dg/autopilot-metrics-validation.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/clarify-fairness-and-explainability.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/clarify-measure-post-training-bias.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/clarify-feature-attribute-shap-baselines.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/train-debugger.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/debugger-built-in-rules.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/experiments.html
- https://docs.aws.amazon.com/sagemaker/latest/dg/mlflow.html