The metrics that you choose to evaluate your machine learning algorithms are very important.

Choice of metrics influences how the performance of machine learning algorithms is measured and compared. They influence how you weight the importance of different characteristics in the results and your ultimate choice of which algorithm to choose.

In this post you will discover how to select and use different machine learning performance metrics in Python with scikit-learn.

Let’s get started.

Metrics To Evaluate Machine Learning Algorithms in Python

Photo by Ferrous Büller , some rights reserved.

## About the Recipes

Various different machine learning evaluation metrics are demonstrated in this post using small code recipes in Python and scikit-learn.

Each recipe is designed to be standalone so that you can copy-and-paste it into your project and use it immediately.

Metrics are demonstrated for both classification and regression type machine learning problems.

- For classification metrics, the Pima Indians onset of diabetes dataset is used as demonstration. This is a binary classification problem where all of the input variables are numeric.
- For regression metrics, the Boston House Price dataset is used as demonstration. this is a regression problem where all of the input variables are also numeric.

In each recipe, the dataset is downloaded directly from the UCI Machine Learning repository .

All recipes evaluate the same algorithms, Logistic Regression for classification and Linear Regression for the regression problems. A 10-fold cross validation test harness is used to demonstrate each metric, because this is the most likely scenario where you will be employing different algorithm evaluation metrics.

A caveat in these recipes is the cross_validation.cross_val_score function used to report the performance in each recipe.It does allow the use of different scoring metrics that will be discussed, but all scores are reported so that they can be sorted in ascending order (largest score is best).

Some evaluation metrics (like mean squared error) are naturally descending scores (the smallest score is best) and as such are reported as negative by the *cross_validation.cross_val_score()* function. This is important to note, because some scores will be reported as negative that by definition can never be negative.

You can learn more about machine learning algorithm performance metrics supported by scikit-learn on the page Model evaluation: quantifying the quality of predictions .

Let’s get on with the evaluation metrics.

## Classification Metrics

Classification problems are perhaps the most common type of machine learning problem and as such there are a myriad of metrics that can be used to evaluate predictions for these problems.

In this section we will review how to use the following metrics:

- Classification Accuracy.
- Logarithmic Loss.
- Area Under ROC Curve.
- Confusion Matrix.
- Classification Report.

### 1. Classification Accuracy

Classification accuracy is the number of correct predictions made as a ratio of all predictions made.

This is the most common evaluation metric for classification problems, it is also the most misused. It is really only suitable when there are an equal number of observations in each class (which is rarely the case) and that all predictions and prediction errors are equally important, which is often not the case.

Below is an example of calculating classification accuracy.

# Cross Validation Classification Accuracy importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLogisticRegression url = "https://archive.ics.uci.edu/ml/machine-learning-databases/pima-indians-diabetes/pima-indians-diabetes.data" names = ['preg', 'plas', 'pres', 'skin', 'test', 'mass', 'pedi', 'age', 'class'] dataframe = pandas.read_csv(url, names=names) array = dataframe.values X = array[:,0:8] Y = array[:,8] num_folds = 10 num_instances = len(X) seed = 7 kfold = cross_validation.KFold(n=num_instances, n_folds=num_folds, random_state=seed) model = LogisticRegression() scoring = 'accuracy' results = cross_validation.cross_val_score(model, X, Y, cv=kfold, scoring=scoring) print("Accuracy: %.3f (%.3f)") % (results.mean(), results.std())

You can see that the ratio is reported. This can be converted into a percentage by multiplying the value by 100, giving an accuracy score of approximately 77% accurate.

Accuracy: 0.770 (0.048)

### 2. Logarithmic Loss

Logarithmic loss (or logloss) is a performance metric for evaluating the predictions of probabilities of membership to a given class.

The scalar probability between 0 and 1 can be seen as a measure of confidence for a prediction by an algorithm. Predictions that are correct or incorrect are rewarded or punished proportionally to the confidence of the prediction.

You can learn more about logarithmic on the Loss functions for classification Wikipedia article .

Below is an example of calculating logloss for Logistic regression predictions on the Pima Indians onset of diabetes dataset.

# Cross Validation Classification LogLoss importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLogisticRegression url = "https://archive.ics.uci.edu/ml/machine-learning-databases/pima-indians-diabetes/pima-indians-diabetes.data" names = ['preg', 'plas', 'pres', 'skin', 'test', 'mass', 'pedi', 'age', 'class'] dataframe = pandas.read_csv(url, names=names) array = dataframe.values X = array[:,0:8] Y = array[:,8] num_folds = 10 num_instances = len(X) seed = 7 kfold = cross_validation.KFold(n=num_instances, n_folds=num_folds, random_state=seed) model = LogisticRegression() scoring = 'log_loss' results = cross_validation.cross_val_score(model, X, Y, cv=kfold, scoring=scoring) print("Logloss: %.3f (%.3f)") % (results.mean(), results.std())

Smaller logloss is better with 0 representing a perfect logloss. As mentioned above, the measure is inverted to be ascending when using the *cross_val_score()* function.

Logloss: -0.493 (0.047)

### 3. Area Under ROC Curve

Area under ROC Curve (or AUC for short) is a performance metric for binary classification problems.

The AUC represents a model’s ability to discriminate between positive and negative classes. An area of 1.0 represents a model that made all predictions perfectly. An area of 0.5 represents a model as good as random. Learn more about ROC here .

ROC can be broken down into sensitivity and specificity. A binary classification problem is really a trade-off between sensitivity and specificity.

- Sensitivity is the true positive rate also called the recall. It is the number instances from the positive (first) class that actually predicted correctly.
- Specificity is also called the true negative rate. Is the number of instances from the negative class (second) class that were actually predicted correctly.

You can learn more about ROC on the Wikipedia page .

The example below provides a demonstration of calculating AUC.

# Cross Validation Classification ROC AUC importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLogisticRegression url = "https://archive.ics.uci.edu/ml/machine-learning-databases/pima-indians-diabetes/pima-indians-diabetes.data" names = ['preg', 'plas', 'pres', 'skin', 'test', 'mass', 'pedi', 'age', 'class'] dataframe = pandas.read_csv(url, names=names) array = dataframe.values X = array[:,0:8] Y = array[:,8] num_folds = 10 num_instances = len(X) seed = 7 kfold = cross_validation.KFold(n=num_instances, n_folds=num_folds, random_state=seed) model = LogisticRegression() scoring = 'roc_auc' results = cross_validation.cross_val_score(model, X, Y, cv=kfold, scoring=scoring) print("AUC: %.3f (%.3f)") % (results.mean(), results.std())

You can see the the AUC is relatively close to 1 and greater than 0.5, suggesting some skill in the predictions.

AUC: 0.824 (0.041)

### 4. Confusion Matrix

The confusion matrix is a handy presentation of the accuracy of a model with two or more classes.

The table presents predictions on the x-axis and accuracy outcomes on the y-axis. The cells of the table are the number of predictions made by a machine learning algorithm.

For example, a machine learning algorithm can predict 0 or 1 and each prediction may actually have been a 0 or 1. Predictions for 0 that were actually 0 appear in the cell for prediction=0 and actual=0, whereas predictions for 0 that were actually 1 appear in the cell for prediction = 0 and actual=1. And so on.

You can learn more about the Confusion Matrix on the Wikipedia article .

Below is an example of calculating a confusion matrix for a set of prediction by a model on a test set.

# Cross Validation Classification Confusion Matrix importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLogisticRegression fromsklearn.metricsimportconfusion_matrix url = "https://archive.ics.uci.edu/ml/machine-learning-databases/pima-indians-diabetes/pima-indians-diabetes.data" names = ['preg', 'plas', 'pres', 'skin', 'test', 'mass', 'pedi', 'age', 'class'] dataframe = pandas.read_csv(url, names=names) array = dataframe.values X = array[:,0:8] Y = array[:,8] test_size = 0.33 seed = 7 X_train, X_test, Y_train, Y_test = cross_validation.train_test_split(X, Y, test_size=test_size, random_state=seed) model = LogisticRegression() model.fit(X_train, Y_train) predicted = model.predict(X_test) matrix = confusion_matrix(Y_test, predicted) print(matrix)

Although the array is printed without headings, you can see that the majority of the predictions fall on the diagonal line of the matrix (which are correct predictions).

[[141 21] [ 41 51]]

### 5. Classification Report

Scikit-learn does provide a convenience report when working on classification problems to give you a quick idea of the accuracy of a model using a number of measures.

The *classification_report()* function displays the precision, recall, f1-score and support for each class.

The example below demonstrates the report on the binary classification problem.

# Cross Validation Classification Report importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLogisticRegression fromsklearn.metricsimportclassification_report url = "https://archive.ics.uci.edu/ml/machine-learning-databases/pima-indians-diabetes/pima-indians-diabetes.data" names = ['preg', 'plas', 'pres', 'skin', 'test', 'mass', 'pedi', 'age', 'class'] dataframe = pandas.read_csv(url, names=names) array = dataframe.values X = array[:,0:8] Y = array[:,8] test_size = 0.33 seed = 7 X_train, X_test, Y_train, Y_test = cross_validation.train_test_split(X, Y, test_size=test_size, random_state=seed) model = LogisticRegression() model.fit(X_train, Y_train) predicted = model.predict(X_test) report = classification_report(Y_test, predicted) print(report)

You can see good prediction and recall for the algorithm.

precision recall f1-score support 0.0 0.77 0.87 0.82 162 1.0 0.71 0.55 0.62 92 avg / total 0.75 0.76 0.75 254

## Regression Metrics

In this section will review 3 of the most common metrics for evaluating predictions on regression machine learning problems:

- Mean Absolute Error.
- Mean Squared Error.
- R^2.

### 1. Mean Absolute Error

The Mean Absolute Error (or MAE) is the sum of the absolute differences between predictions and actual values. It gives an idea of how wrong the predictions were.

The measure gives an idea of the magnitude of the error, but no idea of the direction (e.g. over or under predicting).

You can learn more about Mean Absolute error on Wikipedia .

The example below demonstrates calculating mean absolute error on the Boston house price dataset.

# Cross Validation Regression MAE importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLinearRegression url = "https://archive.ics.uci.edu/ml/machine-learning-databases/housing/housing.data" names = ['CRIM', 'ZN', 'INDUS', 'CHAS', 'NOX', 'RM', 'AGE', 'DIS', 'RAD', 'TAX', 'PTRATIO', 'B', 'LSTAT', 'MEDV'] dataframe = pandas.read_csv(url, delim_whitespace=True, names=names) array = dataframe.values X = array[:,0:13] Y = array[:,13] num_folds = 10 num_instances = len(X) seed = 7 kfold = cross_validation.KFold(n=num_instances, n_folds=num_folds, random_state=seed) model = LinearRegression() scoring = 'mean_absolute_error' results = cross_validation.cross_val_score(model, X, Y, cv=kfold, scoring=scoring) print("MAE: %.3f (%.3f)") % (results.mean(), results.std())

A value of 0 indicates no error or perfect predictions. Like logloss, this metric is inverted by the *cross_val_score()* function.

MAE: -4.005 (2.084)

### 2. Mean Squared Error

The Mean Squared Error (or MSE) is much like the mean absolute error in that it provides a gross idea of the magnitude of error.

Taking the square root of the mean squared error converts the units back to the original units of the output variable and can be meaningful for description and presentation. This is called the Root Mean Squared Error (or RMSE).

You can learn more about Mean Squared Error on Wikipedia .

The example below provides a demonstration of calculating mean squared error.

# Cross Validation Regression MSE importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLinearRegression url = "https://archive.ics.uci.edu/ml/machine-learning-databases/housing/housing.data" names = ['CRIM', 'ZN', 'INDUS', 'CHAS', 'NOX', 'RM', 'AGE', 'DIS', 'RAD', 'TAX', 'PTRATIO', 'B', 'LSTAT', 'MEDV'] dataframe = pandas.read_csv(url, delim_whitespace=True, names=names) array = dataframe.values X = array[:,0:13] Y = array[:,13] num_folds = 10 num_instances = len(X) seed = 7 kfold = cross_validation.KFold(n=num_instances, n_folds=num_folds, random_state=seed) model = LinearRegression() scoring = 'mean_squared_error' results = cross_validation.cross_val_score(model, X, Y, cv=kfold, scoring=scoring) print("MSE: %.3f (%.3f)") % (results.mean(), results.std())

This metric too is inverted so that the results are increasing. Remember to take the absolute value before taking the square root if you are interested in calculating the RMSE.

MSE: -34.705 (45.574)

### 3. R^2 Metric

The R^2 (or R Squared) metric provides an indication of the goodness of fit of a set of predictions to the actual values. In statistical literature this measure is called the coefficient of determination.

This is a value between 0 and 1 for no-fit and perfect fit respectively.

You can learn more about the Coefficient of determination article on Wikipedia .

The example below provides a demonstration of calculating the mean R^2 for a set of predictions.

# Cross Validation Regression R^2 importpandas fromsklearnimportcross_validation fromsklearn.linear_modelimportLinearRegression url = "https://archive.ics.uci.edu/ml/machine-learning-databases/housing/housing.data" names = ['CRIM', 'ZN', 'INDUS', 'CHAS', 'NOX', 'RM', 'AGE', 'DIS', 'RAD', 'TAX', 'PTRATIO', 'B', 'LSTAT', 'MEDV'] dataframe = pandas.read_csv(url, delim_whitespace=True, names=names) array = dataframe.values X = array[:,0:13] Y = array[:,13] num_folds = 10 num_instances = len(X) seed = 7 kfold = cross_validation.KFold(n=num_instances, n_folds=num_folds, random_state=seed) model = LinearRegression() scoring = 'r2' results = cross_validation.cross_val_score(model, X, Y, cv=kfold, scoring=scoring) print("R^2: %.3f (%.3f)") % (results.mean(), results.std())

You can see the the predictions have a reasonable fit to the actual values with a value close to zero and less than 0.5.

R^2: 0.203 (0.595)

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## Summary

In this post you discovered metrics that you can use to evaluate your machine learning algorithms.

You learned about 3 classification metrics:

- Accuracy.
- Logarithmic Loss.
- Area Under ROC Curve.

Also 2 convenience methods for classification prediction results:

- Confusion Matrix.
- Classification Report.

And 3 regression metrics:

- Mean Absolute Error.
- Mean Squared Error.
- R^2.

Do you have any questions about metrics for evaluating machine learning algorithms or this post? Ask your question in the comments and I will do my best to answer it.

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