mlr3 (version 0.1.6)

mlr_measures_classif.costs: Cost-sensitive Classification Measure

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).

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.

Format

R6::R6Class() inheriting from MeasureClassif.

Construction

MeasureClassifCosts$new(costs = NULL, normalize = TRUE)
mlr_measures$get("classif.costs")
msr("classif.costs")

• costs :: matrix() Numeric matrix of costs (truth in columns, predicted response in rows).

• normalize :: logical(1) If TRUE, calculate the mean cost per observation instead of the total costs.

Meta Information

• Type: "classif"

• Range: \([0, \infty)\)

• Minimize: TRUE

• Required prediction: 'response'

See Also

Dictionary of Measures: mlr_measures

as.data.table(mlr_measures) for a complete table of all (also dynamically created) Measure implementations.

Other classification measures: mlr_measures_classif.acc, mlr_measures_classif.auc, mlr_measures_classif.bacc, 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.mcc, mlr_measures_classif.npv, mlr_measures_classif.ppv, 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

Examples

# NOT RUN {
# 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 measure which calculates the absolute costs
m = msr("classif.costs", id = "german_credit_costs", costs = costs, normalize = FALSE)

# fit models and calculate costs
learner = lrn("classif.rpart")
rr = resample(task, learner, rsmp("cv", folds = 3))
rr$aggregate(m)
# }