Reputation: 1
I fit a random forest model for the data. I divided my dataset into training and testing in the ratio of 70:30 and trained the model. I got an accuracy of 80% for the test data. Then I took a benchmark dataset and tested the model with that dataset. That dataset only contained data with true labels(1). But when I get the prediction for the benchmark dataset using the model all the true positives are classified as true negatives. Accuracy is 90%. Why is that? Is there a way to interpret this?
X = dataset.iloc[:, 1:11].values
y=dataset.iloc[:,11].values
X_train,X_test,y_train,y_test=train_test_split(X,y,test_size=0.3,random_state=1,shuffle='true')
XBench_test=benchmarkData.iloc[:, 1:11].values
YBench_test=benchmarkData.iloc[:,11].values
classifier=RandomForestClassifier(n_estimators=35,criterion='entropy',max_depth=30,min_samples_split=2,min_samples_leaf=1,max_features='sqrt',class_weight='balanced',bootstrap='true',random_state=0,oob_score='true')
classifier.fit(X_train,y_train)
y_pred=classifier.predict(X_test)
y_pred_benchmark=classifier.predict(XBench_test)
print("Accuracy on test data: {:.4f}".format(classifier.score(X_test, y_test)))\*This gives 80%*\
print("Accuracy on benchmark data: {:.4f}".format(classifier.score(XBench_test, YBench_test))) \*This gives 90%*\
Upvotes: 0
Views: 161
Reputation: 771
I'll take a shot at providing a better way to interpret your results. In cases where you have an imbalanced data set accuracy is not going to be a good way to measure your performance.
Here is a common example:
Imagine you have a disease that is present in only .01% of people. If you predict no one has the disease you have an accuracy of 99.99% but your model is not a good model.
In this example it appears your benchmark data set (commonly referred to as a test dataset) has imbalanced classes and you are getting an accuracy of 90% when you call the classifier.score method. In this case, accuracy is not a good way to interpret the model. You should instead look at other metrics.
Other common metrics may be to look at precision and recall to determine how your model is performing. In this case since all True positives are predicted as negative your precision AND your recall would be 0, meaning your model is not differentiating very well.
Going further if you have imbalanced classes it may be better to check different thresholds of scores and look at metrics like ROC_AUC. These metrics look at the probability scores outputted by the model (predict_proba for sklearn) and test different thresholds. Perhaps your model works well at a lower threshold and the positive cases consistently score higher than the negative cases.
Here is an additional article about ROC_AUC.
Sci-kit learn has a few different metric scores you can use they are located here.
Here is one way you could implement ROC AUC into your code.
X = dataset.iloc[:, 1:11].values
y=dataset.iloc[:,11].values
X_train,X_test,y_train,y_test=train_test_split(X,y,test_size=0.3,random_state=1,shuffle='true')
XBench_test=benchmarkData.iloc[:, 1:11].values
YBench_test=benchmarkData.iloc[:,11].values
classifier=RandomForestClassifier(n_estimators=35,criterion='entropy',max_depth=30,min_samples_split=2,min_samples_leaf=1,max_features='sqrt',class_weight='balanced',bootstrap='true',random_state=0,oob_score='true')
classifier.fit(X_train,y_train)
#use predict_proba
y_pred=classifier.predict_proba(X_test)
y_pred_benchmark=classifier.predict_proba(XBench_test)
from sklearn.metrics import roc_auc_score
## instead of measuring accuracy use ROC AUC)
print("Accuracy on test data: {:.4f}".format(roc_auc_score(X_test, y_test)))\*This gives 80%*\
print("Accuracy on benchmark data: {:.4f}".format(roc_auc_score(XBench_test, YBench_test))) \*This gives 90%*\
Upvotes: 0