6. Classification II: evaluation & tuning#
6.1. Overview#
This chapter continues the introduction to predictive modeling through classification. While the previous chapter covered training and data preprocessing, this chapter focuses on how to evaluate the performance of a classifier, as well as how to improve the classifier (where possible) to maximize its accuracy.
6.2. Chapter learning objectives#
By the end of the chapter, readers will be able to do the following:
Describe what training, validation, and test data sets are and how they are used in classification.
Split data into training, validation, and test data sets.
Describe what a random seed is and its importance in reproducible data analysis.
Set the random seed in Python using the
numpy.random.seed
function.Describe and interpret accuracy, precision, recall, and confusion matrices.
Evaluate classification accuracy, precision, and recall in Python using a test set, a single validation set, and crossvalidation.
Produce a confusion matrix in Python.
Choose the number of neighbors in a Knearest neighbors classifier by maximizing estimated crossvalidation accuracy.
Describe underfitting and overfitting, and relate it to the number of neighbors in Knearest neighbors classification.
Describe the advantages and disadvantages of the Knearest neighbors classification algorithm.
6.3. Evaluating performance#
Sometimes our classifier might make the wrong prediction. A classifier does not need to be right 100% of the time to be useful, though we don’t want the classifier to make too many wrong predictions. How do we measure how “good” our classifier is? Let’s revisit the breast cancer images data [Street et al., 1993] and think about how our classifier will be used in practice. A biopsy will be performed on a new patient’s tumor, the resulting image will be analyzed, and the classifier will be asked to decide whether the tumor is benign or malignant. The key word here is new: our classifier is “good” if it provides accurate predictions on data not seen during training, as this implies that it has actually learned about the relationship between the predictor variables and response variable, as opposed to simply memorizing the labels of individual training data examples. But then, how can we evaluate our classifier without visiting the hospital to collect more tumor images?
The trick is to split the data into a training set and test set (Fig. 6.1) and use only the training set when building the classifier. Then, to evaluate the performance of the classifier, we first set aside the labels from the test set, and then use the classifier to predict the labels in the test set. If our predictions match the actual labels for the observations in the test set, then we have some confidence that our classifier might also accurately predict the class labels for new observations without known class labels.
Note
If there were a golden rule of machine learning, it might be this: you cannot use the test data to build the model! If you do, the model gets to “see” the test data in advance, making it look more accurate than it really is. Imagine how bad it would be to overestimate your classifier’s accuracy when predicting whether a patient’s tumor is malignant or benign!
How exactly can we assess how well our predictions match the actual labels for the observations in the test set? One way we can do this is to calculate the prediction accuracy. This is the fraction of examples for which the classifier made the correct prediction. To calculate this, we divide the number of correct predictions by the number of predictions made. The process for assessing if our predictions match the actual labels in the test set is illustrated in Fig. 6.2.
Accuracy is a convenient, generalpurpose way to summarize the performance of a classifier with a single number. But prediction accuracy by itself does not tell the whole story. In particular, accuracy alone only tells us how often the classifier makes mistakes in general, but does not tell us anything about the kinds of mistakes the classifier makes. A more comprehensive view of performance can be obtained by additionally examining the confusion matrix. The confusion matrix shows how many test set labels of each type are predicted correctly and incorrectly, which gives us more detail about the kinds of mistakes the classifier tends to make. Table 6.1 shows an example of what a confusion matrix might look like for the tumor image data with a test set of 65 observations.
Predicted Malignant 
Predicted Benign 


Actually Malignant 
1 
3 
Actually Benign 
4 
57 
In the example in Table 6.1, we see that there was 1 malignant observation that was correctly classified as malignant (top left corner), and 57 benign observations that were correctly classified as benign (bottom right corner). However, we can also see that the classifier made some mistakes: it classified 3 malignant observations as benign, and 4 benign observations as malignant. The accuracy of this classifier is roughly 89%, given by the formula
But we can also see that the classifier only identified 1 out of 4 total malignant tumors; in other words, it misclassified 75% of the malignant cases present in the data set! In this example, misclassifying a malignant tumor is a potentially disastrous error, since it may lead to a patient who requires treatment not receiving it. Since we are particularly interested in identifying malignant cases, this classifier would likely be unacceptable even with an accuracy of 89%.
Focusing more on one label than the other is common in classification problems. In such cases, we typically refer to the label we are more interested in identifying as the positive label, and the other as the negative label. In the tumor example, we would refer to malignant observations as positive, and benign observations as negative. We can then use the following terms to talk about the four kinds of prediction that the classifier can make, corresponding to the four entries in the confusion matrix:
True Positive: A malignant observation that was classified as malignant (top left in Table 6.1).
False Positive: A benign observation that was classified as malignant (bottom left in Table 6.1).
True Negative: A benign observation that was classified as benign (bottom right in Table 6.1).
False Negative: A malignant observation that was classified as benign (top right in Table 6.1).
A perfect classifier would have zero false negatives and false positives (and therefore, 100% accuracy). However, classifiers in practice will almost always make some errors. So you should think about which kinds of error are most important in your application, and use the confusion matrix to quantify and report them. Two commonly used metrics that we can compute using the confusion matrix are the precision and recall of the classifier. These are often reported together with accuracy. Precision quantifies how many of the positive predictions the classifier made were actually positive. Intuitively, we would like a classifier to have a high precision: for a classifier with high precision, if the classifier reports that a new observation is positive, we can trust that the new observation is indeed positive. We can compute the precision of a classifier using the entries in the confusion matrix, with the formula
Recall quantifies how many of the positive observations in the test set were identified as positive. Intuitively, we would like a classifier to have a high recall: for a classifier with high recall, if there is a positive observation in the test data, we can trust that the classifier will find it. We can also compute the recall of the classifier using the entries in the confusion matrix, with the formula
In the example presented in Table 6.1, we have that the precision and recall are
So even with an accuracy of 89%, the precision and recall of the classifier were both relatively low. For this data analysis context, recall is particularly important: if someone has a malignant tumor, we certainly want to identify it. A recall of just 25% would likely be unacceptable!
Note
It is difficult to achieve both high precision and high recall at the same time; models with high precision tend to have low recall and vice versa. As an example, we can easily make a classifier that has perfect recall: just always guess positive! This classifier will of course find every positive observation in the test set, but it will make lots of false positive predictions along the way and have low precision. Similarly, we can easily make a classifier that has perfect precision: never guess positive! This classifier will never incorrectly identify an obsevation as positive, but it will make a lot of false negative predictions along the way. In fact, this classifier will have 0% recall! Of course, most real classifiers fall somewhere in between these two extremes. But these examples serve to show that in settings where one of the classes is of interest (i.e., there is a positive label), there is a tradeoff between precision and recall that one has to make when designing a classifier.
6.4. Randomness and seeds#
Beginning in this chapter, our data analyses will often involve the use of randomness. We use randomness any time we need to make a decision in our analysis that needs to be fair, unbiased, and not influenced by human input. For example, in this chapter, we need to split a data set into a training set and test set to evaluate our classifier. We certainly do not want to choose how to split the data ourselves by hand, as we want to avoid accidentally influencing the result of the evaluation. So instead, we let Python randomly split the data. In future chapters we will use randomness in many other ways, e.g., to help us select a small subset of data from a larger data set, to pick groupings of data, and more.
However, the use of randomness runs counter to one of the main tenets of good data analysis practice: reproducibility. Recall that a reproducible analysis produces the same result each time it is run; if we include randomness in the analysis, would we not get a different result each time? The trick is that in Python—and other programming languages—randomness is not actually random! Instead, Python uses a random number generator that produces a sequence of numbers that are completely determined by a seed value. Once you set the seed value, everything after that point may look random, but is actually totally reproducible. As long as you pick the same seed value, you get the same result!
Let’s use an example to investigate how randomness works in Python. Say we
have a series object containing the integers from 0 to 9. We want
to randomly pick 10 numbers from that list, but we want it to be reproducible.
Before randomly picking the 10 numbers,
we call the seed
function from the numpy
package, and pass it any integer as the argument.
Below we use the seed number 1
. At
that point, Python will keep track of the randomness that occurs throughout the code.
For example, we can call the sample
method
on the series of numbers, passing the argument n=10
to indicate that we want 10 samples.
The to_list
method converts the resulting series into a basic Python list to make
the output easier to read.
import numpy as np
import pandas as pd
np.random.seed(1)
nums_0_to_9 = pd.Series([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
random_numbers1 = nums_0_to_9.sample(n=10).to_list()
random_numbers1
[2, 9, 6, 4, 0, 3, 1, 7, 8, 5]
You can see that random_numbers1
is a list of 10 numbers
from 0 to 9 that, from all appearances, looks random. If
we run the sample
method again,
we will get a fresh batch of 10 numbers that also look random.
random_numbers2 = nums_0_to_9.sample(n=10).to_list()
random_numbers2
[9, 5, 3, 0, 8, 4, 2, 1, 6, 7]
If we want to force Python to produce the same sequences of random numbers,
we can simply call the np.random.seed
function with the seed value 1
—the same
as before—and then call the sample
method again.
np.random.seed(1)
random_numbers1_again = nums_0_to_9.sample(n=10).to_list()
random_numbers1_again
[2, 9, 6, 4, 0, 3, 1, 7, 8, 5]
random_numbers2_again = nums_0_to_9.sample(n=10).to_list()
random_numbers2_again
[9, 5, 3, 0, 8, 4, 2, 1, 6, 7]
Notice that after calling np.random.seed
, we get the same
two sequences of numbers in the same order. random_numbers1
and random_numbers1_again
produce the same sequence of numbers, and the same can be said about random_numbers2
and
random_numbers2_again
. And if we choose a different value for the seed—say, 4235—we
obtain a different sequence of random numbers.
np.random.seed(4235)
random_numbers1_different = nums_0_to_9.sample(n=10).to_list()
random_numbers1_different
[6, 7, 2, 3, 5, 9, 1, 4, 0, 8]
random_numbers2_different = nums_0_to_9.sample(n=10).to_list()
random_numbers2_different
[6, 0, 1, 3, 2, 8, 4, 9, 5, 7]
In other words, even though the sequences of numbers that Python is generating look random, they are totally determined when we set a seed value!
So what does this mean for data analysis? Well, sample
is certainly not the
only place where randomness is used in Python. Many of the functions
that we use in scikitlearn
and beyond use randomness—some
of them without even telling you about it. Also note that when Python starts
up, it creates its own seed to use. So if you do not explicitly
call the np.random.seed
function, your results
will likely not be reproducible. Finally, be careful to set the seed only once at
the beginning of a data analysis. Each time you set the seed, you are inserting
your own human input, thereby influencing the analysis. For example, if you use
the sample
many times throughout your analysis but set the seed each time, the
randomness that Python uses will not look as random as it should.
In summary: if you want your analysis to be reproducible, i.e., produce the same result
each time you run it, make sure to use np.random.seed
exactly once
at the beginning of the analysis. Different argument values
in np.random.seed
will lead to different patterns of randomness, but as long as you pick the same
value your analysis results will be the same. In the remainder of the textbook,
we will set the seed once at the beginning of each chapter.
Note
When you use np.random.seed
, you are really setting the seed for the numpy
package’s default random number generator. Using the global default random
number generator is easier than other methods, but has some potential drawbacks. For example,
other code that you may not notice (e.g., code buried inside some
other package) could potentially also call np.random.seed
, thus modifying
your analysis in an undesirable way. Furthermore, not all functions use
numpy
’s random number generator; some may use another one entirely.
In that case, setting np.random.seed
may not actually make your whole analysis
reproducible.
In this book, we will generally only use packages that play nicely with numpy
’s
default random number generator, so we will stick with np.random.seed
.
You can achieve more careful control over randomness in your analysis
by creating a numpy
Generator
object
once at the beginning of your analysis, and passing it to
the random_state
argument that is available in many pandas
and scikitlearn
functions. Those functions will then use your Generator
to generate random numbers instead of
numpy
’s default generator. For example, we can reproduce our earlier example by using a Generator
object with the seed
value set to 1; we get the same lists of numbers once again.
from numpy.random import Generator, PCG64
rng = Generator(PCG64(seed=1))
random_numbers1_third = nums_0_to_9.sample(n=10, random_state=rng).to_list()
random_numbers1_third
array([2, 9, 6, 4, 0, 3, 1, 7, 8, 5])
random_numbers2_third = nums_0_to_9.sample(n=10, random_state=rng).to_list()
random_numbers2_third
array([9, 5, 3, 0, 8, 4, 2, 1, 6, 7])
6.5. Evaluating performance with scikitlearn
#
Back to evaluating classifiers now!
In Python, we can use the scikitlearn
package not only to perform Knearest neighbors
classification, but also to assess how well our classification worked.
Let’s work through an example of how to use tools from scikitlearn
to evaluate a classifier
using the breast cancer data set from the previous chapter.
We begin the analysis by loading the packages we require,
reading in the breast cancer data,
and then making a quick scatter plot visualization of
tumor cell concavity versus smoothness colored by diagnosis in Fig. 6.3.
You will also notice that we set the random seed using the np.random.seed
function,
as described in Section 6.4.
# load packages
import altair as alt
import pandas as pd
from sklearn import set_config
# Output dataframes instead of arrays
set_config(transform_output="pandas")
# set the seed
np.random.seed(1)
# load data
cancer = pd.read_csv("data/wdbc_unscaled.csv")
# relabel Class "M" as "Malignant", and Class "B" as "Benign"
cancer["Class"] = cancer["Class"].replace({
"M" : "Malignant",
"B" : "Benign"
})
# create scatter plot of tumor cell concavity versus smoothness,
# labeling the points be diagnosis class
perim_concav = alt.Chart(cancer).mark_circle().encode(
x=alt.X("Smoothness").scale(zero=False),
y="Concavity",
color=alt.Color("Class").title("Diagnosis")
)
perim_concav
6.5.1. Create the train / test split#
Once we have decided on a predictive question to answer and done some preliminary exploration, the very next thing to do is to split the data into the training and test sets. Typically, the training set is between 50% and 95% of the data, while the test set is the remaining 5% to 50%; the intuition is that you want to trade off between training an accurate model (by using a larger training data set) and getting an accurate evaluation of its performance (by using a larger test data set). Here, we will use 75% of the data for training, and 25% for testing.
The train_test_split
function from scikitlearn
handles the procedure of splitting
the data for us. We can specify two very important parameters when using train_test_split
to ensure
that the accuracy estimates from the test data are reasonable. First,
setting shuffle=True
(which is the default) means the data will be shuffled before splitting,
which ensures that any ordering present
in the data does not influence the data that ends up in the training and testing sets.
Second, by specifying the stratify
parameter to be the response variable in the training set,
it stratifies the data by the class label, to ensure that roughly
the same proportion of each class ends up in both the training and testing sets. For example,
in our data set, roughly 63% of the
observations are from the benign class (Benign
), and 37% are from the malignant class (Malignant
),
so specifying stratify
as the class column ensures that roughly 63% of the training data are benign,
37% of the training data are malignant,
and the same proportions exist in the testing data.
Let’s use the train_test_split
function to create the training and testing sets.
We first need to import the function from the sklearn
package. Then
we will specify that train_size=0.75
so that 75% of our original data set ends up
in the training set. We will also set the stratify
argument to the categorical label variable
(here, cancer["Class"]
) to ensure that the training and testing subsets contain the
right proportions of each category of observation.
from sklearn.model_selection import train_test_split
cancer_train, cancer_test = train_test_split(
cancer, train_size=0.75, stratify=cancer["Class"]
)
cancer_train.info()
<class 'pandas.core.frame.DataFrame'>
Index: 426 entries, 196 to 296
Data columns (total 12 columns):
# Column NonNull Count Dtype
   
0 ID 426 nonnull int64
1 Class 426 nonnull object
2 Radius 426 nonnull float64
3 Texture 426 nonnull float64
4 Perimeter 426 nonnull float64
5 Area 426 nonnull float64
6 Smoothness 426 nonnull float64
7 Compactness 426 nonnull float64
8 Concavity 426 nonnull float64
9 Concave_Points 426 nonnull float64
10 Symmetry 426 nonnull float64
11 Fractal_Dimension 426 nonnull float64
dtypes: float64(10), int64(1), object(1)
memory usage: 43.3+ KB
cancer_test.info()
<class 'pandas.core.frame.DataFrame'>
Index: 143 entries, 116 to 15
Data columns (total 12 columns):
# Column NonNull Count Dtype
   
0 ID 143 nonnull int64
1 Class 143 nonnull object
2 Radius 143 nonnull float64
3 Texture 143 nonnull float64
4 Perimeter 143 nonnull float64
5 Area 143 nonnull float64
6 Smoothness 143 nonnull float64
7 Compactness 143 nonnull float64
8 Concavity 143 nonnull float64
9 Concave_Points 143 nonnull float64
10 Symmetry 143 nonnull float64
11 Fractal_Dimension 143 nonnull float64
dtypes: float64(10), int64(1), object(1)
memory usage: 14.5+ KB
We can see from the info
method above that the training set contains 426 observations,
while the test set contains 143 observations. This corresponds to
a train / test split of 75% / 25%, as desired. Recall from Chapter 5
that we use the info
method to preview the number of rows, the variable names, their data types, and
missing entries of a data frame.
We can use the value_counts
method with the normalize
argument set to True
to find the percentage of malignant and benign classes
in cancer_train
. We see about 63% of the training
data are benign and 37%
are malignant, indicating that our class proportions were roughly preserved when we split the data.
cancer_train["Class"].value_counts(normalize=True)
Class
Benign 0.626761
Malignant 0.373239
Name: proportion, dtype: float64
6.5.2. Preprocess the data#
As we mentioned in the last chapter, Knearest neighbors is sensitive to the scale of the predictors, so we should perform some preprocessing to standardize them. An additional consideration we need to take when doing this is that we should create the standardization preprocessor using only the training data. This ensures that our test data does not influence any aspect of our model training. Once we have created the standardization preprocessor, we can then apply it separately to both the training and test data sets.
Fortunately, scikitlearn
helps us handle this properly as long as we wrap our
analysis steps in a Pipeline
, as in Chapter 5.
So below we construct and prepare
the preprocessor using make_column_transformer
just as before.
from sklearn.preprocessing import StandardScaler
from sklearn.compose import make_column_transformer
cancer_preprocessor = make_column_transformer(
(StandardScaler(), ["Smoothness", "Concavity"]),
)
6.5.3. Train the classifier#
Now that we have split our original data set into training and test sets, we
can create our Knearest neighbors classifier with only the training set using
the technique we learned in the previous chapter. For now, we will just choose
the number \(K\) of neighbors to be 3, and use only the concavity and smoothness predictors by
selecting them from the cancer_train
data frame.
We will first import the KNeighborsClassifier
model and make_pipeline
from sklearn
.
Then as before we will create a model object, combine
the model object and preprocessor into a Pipeline
using the make_pipeline
function, and then finally
use the fit
method to build the classifier.
from sklearn.neighbors import KNeighborsClassifier
from sklearn.pipeline import make_pipeline
knn = KNeighborsClassifier(n_neighbors=3)
X = cancer_train[["Smoothness", "Concavity"]]
y = cancer_train["Class"]
knn_pipeline = make_pipeline(cancer_preprocessor, knn)
knn_pipeline.fit(X, y)
knn_pipeline
Pipeline(steps=[('columntransformer', ColumnTransformer(transformers=[('standardscaler', StandardScaler(), ['Smoothness', 'Concavity'])])), ('kneighborsclassifier', KNeighborsClassifier(n_neighbors=3))])In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
On GitHub, the HTML representation is unable to render, please try loading this page with nbviewer.org.
Pipeline(steps=[('columntransformer', ColumnTransformer(transformers=[('standardscaler', StandardScaler(), ['Smoothness', 'Concavity'])])), ('kneighborsclassifier', KNeighborsClassifier(n_neighbors=3))])
ColumnTransformer(transformers=[('standardscaler', StandardScaler(), ['Smoothness', 'Concavity'])])
['Smoothness', 'Concavity']
StandardScaler()
KNeighborsClassifier(n_neighbors=3)
6.5.4. Predict the labels in the test set#
Now that we have a Knearest neighbors classifier object, we can use it to
predict the class labels for our test set and
augment the original test data with a column of predictions.
The Class
variable contains the actual
diagnoses, while the predicted
contains the predicted diagnoses from the
classifier. Note that below we print out just the ID
, Class
, and predicted
variables in the output data frame.
cancer_test["predicted"] = knn_pipeline.predict(cancer_test[["Smoothness", "Concavity"]])
cancer_test[["ID", "Class", "predicted"]]
ID  Class  predicted  

116  864726  Benign  Malignant 
146  869691  Malignant  Malignant 
86  86135501  Malignant  Malignant 
12  846226  Malignant  Malignant 
105  863030  Malignant  Malignant 
...  ...  ...  ... 
244  884180  Malignant  Malignant 
23  851509  Malignant  Malignant 
125  86561  Benign  Benign 
281  8912055  Benign  Benign 
15  84799002  Malignant  Malignant 
143 rows × 3 columns
6.5.5. Evaluate performance#
Finally, we can assess our classifier’s performance. First, we will examine accuracy.
To do this we will use the score
method, specifying two arguments:
predictors and the actual labels. We pass the same test data
for the predictors that we originally passed into predict
when making predictions,
and we provide the actual labels via the cancer_test["Class"]
series.
knn_pipeline.score(
cancer_test[["Smoothness", "Concavity"]],
cancer_test["Class"]
)
0.8951048951048951
The output shows that the estimated accuracy of the classifier on the test data
was 90%. To compute the precision and recall, we can use the
precision_score
and recall_score
functions from scikitlearn
. We specify
the true labels from the Class
variable as the y_true
argument, the predicted
labels from the predicted
variable as the y_pred
argument,
and which label should be considered to be positive via the pos_label
argument.
from sklearn.metrics import recall_score, precision_score
precision_score(
y_true=cancer_test["Class"],
y_pred=cancer_test["predicted"],
pos_label="Malignant"
)
0.8275862068965517
recall_score(
y_true=cancer_test["Class"],
y_pred=cancer_test["predicted"],
pos_label="Malignant"
)
0.9056603773584906
The output shows that the estimated precision and recall of the classifier on the test
data was 83% and 91%, respectively.
Finally, we can look at the confusion matrix for the classifier
using the crosstab
function from pandas
. The crosstab
function takes two
arguments: the actual labels first, then the predicted labels second. Note that
crosstab
orders its columns alphabetically, but the positive label is still Malignant
,
even if it is not in the top left corner as in the example confusion matrix earlier in this chapter.
pd.crosstab(
cancer_test["Class"],
cancer_test["predicted"]
)
predicted  Benign  Malignant 

Class  
Benign  80  10 
Malignant  5  48 
The confusion matrix shows 48 observations were correctly predicted as malignant, and 80 were correctly predicted as benign. It also shows that the classifier made some mistakes; in particular, it classified 5 observations as benign when they were actually malignant, and 10 observations as malignant when they were actually benign. Using our formulas from earlier, we see that the accuracy, precision, and recall agree with what Python reported.
6.5.6. Critically analyze performance#
We now know that the classifier was 90% accurate on the test data set, and had a precision of 83% and a recall of 91%. That sounds pretty good! Wait, is it good? Or do we need something higher?
In general, a good value for accuracy (as well as precision and recall, if applicable) depends on the application; you must critically analyze your accuracy in the context of the problem you are solving. For example, if we were building a classifier for a kind of tumor that is benign 99% of the time, a classifier with 99% accuracy is not terribly impressive (just always guess benign!). And beyond just accuracy, we need to consider the precision and recall: as mentioned earlier, the kind of mistake the classifier makes is important in many applications as well. In the previous example with 99% benign observations, it might be very bad for the classifier to predict “benign” when the actual class is “malignant” (a false negative), as this might result in a patient not receiving appropriate medical attention. In other words, in this context, we need the classifier to have a high recall. On the other hand, it might be less bad for the classifier to guess “malignant” when the actual class is “benign” (a false positive), as the patient will then likely see a doctor who can provide an expert diagnosis. In other words, we are fine with sacrificing some precision in the interest of achieving high recall. This is why it is important not only to look at accuracy, but also the confusion matrix.
However, there is always an easy baseline that you can compare to for any classification problem: the majority classifier. The majority classifier always guesses the majority class label from the training data, regardless of the predictor variables’ values. It helps to give you a sense of scale when considering accuracies. If the majority classifier obtains a 90% accuracy on a problem, then you might hope for your Knearest neighbors classifier to do better than that. If your classifier provides a significant improvement upon the majority classifier, this means that at least your method is extracting some useful information from your predictor variables. Be careful though: improving on the majority classifier does not necessarily mean the classifier is working well enough for your application.
As an example, in the breast cancer data, recall the proportions of benign and malignant observations in the training data are as follows:
cancer_train["Class"].value_counts(normalize=True)
Class
Benign 0.626761
Malignant 0.373239
Name: proportion, dtype: float64
Since the benign class represents the majority of the training data, the majority classifier would always predict that a new observation is benign. The estimated accuracy of the majority classifier is usually fairly close to the majority class proportion in the training data. In this case, we would suspect that the majority classifier will have an accuracy of around 63%. The Knearest neighbors classifier we built does quite a bit better than this, with an accuracy of 90%. This means that from the perspective of accuracy, the Knearest neighbors classifier improved quite a bit on the basic majority classifier. Hooray! But we still need to be cautious; in this application, it is likely very important not to misdiagnose any malignant tumors to avoid missing patients who actually need medical care. The confusion matrix above shows that the classifier does, indeed, misdiagnose a significant number of malignant tumors as benign (5 out of 53 malignant tumors, or 9%!). Therefore, even though the accuracy improved upon the majority classifier, our critical analysis suggests that this classifier may not have appropriate performance for the application.
6.6. Tuning the classifier#
The vast majority of predictive models in statistics and machine learning have parameters. A parameter is a number you have to pick in advance that determines some aspect of how the model behaves. For example, in the Knearest neighbors classification algorithm, \(K\) is a parameter that we have to pick that determines how many neighbors participate in the class vote. By picking different values of \(K\), we create different classifiers that make different predictions.
So then, how do we pick the best value of \(K\), i.e., tune the model? And is it possible to make this selection in a principled way? In this book, we will focus on maximizing the accuracy of the classifier. Ideally, we want somehow to maximize the accuracy of our classifier on data it hasn’t seen yet. But we cannot use our test data set in the process of building our model. So we will play the same trick we did before when evaluating our classifier: we’ll split our training data itself into two subsets, use one to train the model, and then use the other to evaluate it. In this section, we will cover the details of this procedure, as well as how to use it to help you pick a good parameter value for your classifier.
And remember: don’t touch the test set during the tuning process. Tuning is a part of model training!
6.6.1. Crossvalidation#
The first step in choosing the parameter \(K\) is to be able to evaluate the classifier using only the training data. If this is possible, then we can compare the classifier’s performance for different values of \(K\)—and pick the best—using only the training data. As suggested at the beginning of this section, we will accomplish this by splitting the training data, training on one subset, and evaluating on the other. The subset of training data used for evaluation is often called the validation set.
There is, however, one key difference from the train/test split that we performed earlier. In particular, we were forced to make only a single split of the data. This is because at the end of the day, we have to produce a single classifier. If we had multiple different splits of the data into training and testing data, we would produce multiple different classifiers. But while we are tuning the classifier, we are free to create multiple classifiers based on multiple splits of the training data, evaluate them, and then choose a parameter value based on all of the different results. If we just split our overall training data once, our best parameter choice will depend strongly on whatever data was lucky enough to end up in the validation set. Perhaps using multiple different train/validation splits, we’ll get a better estimate of accuracy, which will lead to a better choice of the number of neighbors \(K\) for the overall set of training data.
Let’s investigate this idea in Python! In particular, we will generate five different train/validation splits of our overall training data, train five different Knearest neighbors models, and evaluate their accuracy. We will start with just a single split.
# create the 25/75 split of the *training data* into subtraining and validation
cancer_subtrain, cancer_validation = train_test_split(
cancer_train, train_size=0.75, stratify=cancer_train["Class"]
)
# fit the model on the subtraining data
knn = KNeighborsClassifier(n_neighbors=3)
X = cancer_subtrain[["Smoothness", "Concavity"]]
y = cancer_subtrain["Class"]
knn_pipeline = make_pipeline(cancer_preprocessor, knn)
knn_pipeline.fit(X, y)
# compute the score on validation data
acc = knn_pipeline.score(
cancer_validation[["Smoothness", "Concavity"]],
cancer_validation["Class"]
)
acc
0.897196261682243
The accuracy estimate using this split is 89.7%. Now we repeat the above code 4 more times, which generates 4 more splits. Therefore we get five different shuffles of the data, and therefore five different values for accuracy: [89.7%, 88.8%, 87.9%, 86.0%, 87.9%]. None of these values are necessarily “more correct” than any other; they’re just five estimates of the true, underlying accuracy of our classifier built using our overall training data. We can combine the estimates by taking their average (here 88.0%) to try to get a single assessment of our classifier’s accuracy; this has the effect of reducing the influence of any one (un)lucky validation set on the estimate.
In practice, we don’t use random splits, but rather use a more structured splitting procedure so that each observation in the data set is used in a validation set only a single time. The name for this strategy is crossvalidation. In crossvalidation, we split our overall training data into \(C\) evenly sized chunks. Then, iteratively use \(1\) chunk as the validation set and combine the remaining \(C1\) chunks as the training set. This procedure is shown in Fig. 6.4. Here, \(C=5\) different chunks of the data set are used, resulting in 5 different choices for the validation set; we call this 5fold crossvalidation.
To perform 5fold crossvalidation in Python with scikitlearn
, we use another
function: cross_validate
. This function requires that we specify
a modelling Pipeline
as the estimator
argument,
the number of folds as the cv
argument,
and the training data predictors and labels as the X
and y
arguments.
Since the cross_validate
function outputs a dictionary, we use pd.DataFrame
to convert it to a pandas
dataframe for better visualization.
Note that the cross_validate
function handles stratifying the classes in
each train and validate fold automatically.
from sklearn.model_selection import cross_validate
knn = KNeighborsClassifier(n_neighbors=3)
cancer_pipe = make_pipeline(cancer_preprocessor, knn)
X = cancer_train[["Smoothness", "Concavity"]]
y = cancer_train["Class"]
cv_5_df = pd.DataFrame(
cross_validate(
estimator=cancer_pipe,
cv=5,
X=X,
y=y
)
)
cv_5_df
fit_time  score_time  test_score  

0  0.004346  0.006559  0.837209 
1  0.003702  0.005461  0.870588 
2  0.003611  0.005531  0.894118 
3  0.003764  0.005418  0.870588 
4  0.003544  0.005412  0.882353 
The validation scores we are interested in are contained in the test_score
column.
We can then aggregate the mean and standard error
of the classifier’s validation accuracy across the folds.
You should consider the mean (mean
) to be the estimated accuracy, while the standard
error (sem
) is a measure of how uncertain we are in that mean value. A detailed treatment of this
is beyond the scope of this chapter; but roughly, if your estimated mean is 0.87 and standard
error is 0.01, you can expect the true average accuracy of the
classifier to be somewhere roughly between 86% and 88% (although it may
fall outside this range). You may ignore the other columns in the metrics data frame.
cv_5_metrics = cv_5_df.agg(["mean", "sem"])
cv_5_metrics
fit_time  score_time  test_score  

mean  0.003793  0.005676  0.870971 
sem  0.000143  0.000222  0.009501 
We can choose any number of folds, and typically the more we use the better our accuracy estimate will be (lower standard error). However, we are limited by computational power: the more folds we choose, the more computation it takes, and hence the more time it takes to run the analysis. So when you do crossvalidation, you need to consider the size of the data, the speed of the algorithm (e.g., Knearest neighbors), and the speed of your computer. In practice, this is a trialanderror process, but typically \(C\) is chosen to be either 5 or 10. Here we will try 10fold crossvalidation to see if we get a lower standard error.
cv_10 = pd.DataFrame(
cross_validate(
estimator=cancer_pipe,
cv=10,
X=X,
y=y
)
)
cv_10_df = pd.DataFrame(cv_10)
cv_10_metrics = cv_10_df.agg(["mean", "sem"])
cv_10_metrics
fit_time  score_time  test_score  

mean  0.003605  0.004197  0.884939 
sem  0.000034  0.000038  0.006718 
In this case, using 10fold instead of 5fold cross validation did reduce the standard error very slightly. In fact, due to the randomness in how the data are split, sometimes you might even end up with a higher standard error when increasing the number of folds! We can make the reduction in standard error more dramatic by increasing the number of folds by a large amount. In the following code we show the result when \(C = 50\); picking such a large number of folds can take a long time to run in practice, so we usually stick to 5 or 10.
cv_50_df = pd.DataFrame(
cross_validate(
estimator=cancer_pipe,
cv=50,
X=X,
y=y
)
)
cv_50_metrics = cv_50_df.agg(["mean", "sem"])
cv_50_metrics
fit_time  score_time  test_score  

mean  0.003556  0.003110  0.888056 
sem  0.000019  0.000015  0.003005 
6.6.2. Parameter value selection#
Using 5 and 10fold crossvalidation, we have estimated that the prediction accuracy of our classifier is somewhere around 88%. Whether that is good or not depends entirely on the downstream application of the data analysis. In the present situation, we are trying to predict a tumor diagnosis, with expensive, damaging chemo/radiation therapy or patient death as potential consequences of misprediction. Hence, we might like to do better than 88% for this application.
In order to improve our classifier, we have one choice of parameter: the number of
neighbors, \(K\). Since crossvalidation helps us evaluate the accuracy of our
classifier, we can use crossvalidation to calculate an accuracy for each value
of \(K\) in a reasonable range, and then pick the value of \(K\) that gives us the
best accuracy. The scikitlearn
package collection provides builtin
functionality, named GridSearchCV
, to automatically handle the details for us.
Before we use GridSearchCV
, we need to create a new pipeline
with a KNeighborsClassifier
that has the number of neighbors left unspecified.
knn = KNeighborsClassifier()
cancer_tune_pipe = make_pipeline(cancer_preprocessor, knn)
Next we specify the grid of parameter values that we want to try for
each tunable parameter. We do this in a Python dictionary: the key is
the identifier of the parameter to tune, and the value is a list of parameter values
to try when tuning. We can find the “identifier” of a parameter by using
the get_params
method on the pipeline.
cancer_tune_pipe.get_params()
{'memory': None,
'steps': [('columntransformer',
ColumnTransformer(transformers=[('standardscaler', StandardScaler(),
['Smoothness', 'Concavity'])])),
('kneighborsclassifier', KNeighborsClassifier())],
'verbose': False,
'columntransformer': ColumnTransformer(transformers=[('standardscaler', StandardScaler(),
['Smoothness', 'Concavity'])]),
'kneighborsclassifier': KNeighborsClassifier(),
'columntransformer__n_jobs': None,
'columntransformer__remainder': 'drop',
'columntransformer__sparse_threshold': 0.3,
'columntransformer__transformer_weights': None,
'columntransformer__transformers': [('standardscaler',
StandardScaler(),
['Smoothness', 'Concavity'])],
'columntransformer__verbose': False,
'columntransformer__verbose_feature_names_out': True,
'columntransformer__standardscaler': StandardScaler(),
'columntransformer__standardscaler__copy': True,
'columntransformer__standardscaler__with_mean': True,
'columntransformer__standardscaler__with_std': True,
'kneighborsclassifier__algorithm': 'auto',
'kneighborsclassifier__leaf_size': 30,
'kneighborsclassifier__metric': 'minkowski',
'kneighborsclassifier__metric_params': None,
'kneighborsclassifier__n_jobs': None,
'kneighborsclassifier__n_neighbors': 5,
'kneighborsclassifier__p': 2,
'kneighborsclassifier__weights': 'uniform'}
Wow, there’s quite a bit of stuff there! If you sift through the muck
a little bit, you will see one parameter identifier that stands out:
"kneighborsclassifier__n_neighbors"
. This identifier combines the name
of the K nearest neighbors classification step in our pipeline, kneighborsclassifier
,
with the name of the parameter, n_neighbors
.
We now construct the parameter_grid
dictionary that will tell GridSearchCV
what parameter values to try.
Note that you can specify multiple tunable parameters
by creating a dictionary with multiple keyvalue pairs, but
here we just have to tune the number of neighbors.
parameter_grid = {
"kneighborsclassifier__n_neighbors": range(1, 100, 5),
}
The range
function in Python that we used above allows us to specify a sequence of values.
The first argument is the starting number (here, 1
),
the second argument is one greater than the final number (here, 100
),
and the third argument is the number to values to skip between steps in the sequence (here, 5
).
So in this case we generate the sequence 1, 6, 11, 16, …, 96.
If we instead specified range(0, 100, 5)
, we would get the sequence 0, 5, 10, 15, …, 90, 95.
The number 100 is not included because the third argument is one greater than the final possible
number in the sequence. There are two additional useful ways to employ range
.
If we call range
with just one argument, Python counts
up to that number starting at 0. So range(4)
is the same as range(0, 4, 1)
and generates the sequence 0, 1, 2, 3.
If we call range
with two arguments, Python counts starting at the first number up to the second number.
So range(1, 4)
is the same as range(1, 4, 1)
and generates the sequence 1, 2, 3
.
Okay! We are finally ready to create the GridSearchCV
object.
First we import it from the sklearn
package.
Then we pass it the cancer_tune_pipe
pipeline in the estimator
argument,
the parameter_grid
in the param_grid
argument,
and specify cv=10
folds. Note that this does not actually run
the tuning yet; just as before, we will have to use the fit
method.
from sklearn.model_selection import GridSearchCV
cancer_tune_grid = GridSearchCV(
estimator=cancer_tune_pipe,
param_grid=parameter_grid,
cv=10
)
Now we use the fit
method on the GridSearchCV
object to begin the tuning process.
We pass the training data predictors and labels as the two arguments to fit
as usual.
The cv_results_
attribute of the output contains the resulting crossvalidation
accuracy estimate for each choice of n_neighbors
, but it isn’t in an easily used
format. We will wrap it in a pd.DataFrame
to make it easier to understand,
and print the info
of the result.
cancer_tune_grid.fit(
cancer_train[["Smoothness", "Concavity"]],
cancer_train["Class"]
)
accuracies_grid = pd.DataFrame(cancer_tune_grid.cv_results_)
accuracies_grid.info()
<class 'pandas.core.frame.DataFrame'>
RangeIndex: 20 entries, 0 to 19
Data columns (total 19 columns):
# Column NonNull Count Dtype
   
0 mean_fit_time 20 nonnull float64
1 std_fit_time 20 nonnull float64
2 mean_score_time 20 nonnull float64
3 std_score_time 20 nonnull float64
4 param_kneighborsclassifier__n_neighbors 20 nonnull object
5 params 20 nonnull object
6 split0_test_score 20 nonnull float64
7 split1_test_score 20 nonnull float64
8 split2_test_score 20 nonnull float64
9 split3_test_score 20 nonnull float64
10 split4_test_score 20 nonnull float64
11 split5_test_score 20 nonnull float64
12 split6_test_score 20 nonnull float64
13 split7_test_score 20 nonnull float64
14 split8_test_score 20 nonnull float64
15 split9_test_score 20 nonnull float64
16 mean_test_score 20 nonnull float64
17 std_test_score 20 nonnull float64
18 rank_test_score 20 nonnull int32
dtypes: float64(16), int32(1), object(2)
memory usage: 3.0+ KB
There is a lot of information to look at here, but we are most interested
in three quantities: the number of neighbors (param_kneighbors_classifier__n_neighbors
),
the crossvalidation accuracy estimate (mean_test_score
),
and the standard error of the accuracy estimate. Unfortunately GridSearchCV
does
not directly output the standard error for each crossvalidation accuracy; but
it does output the standard deviation (std_test_score
). We can compute
the standard error from the standard deviation by dividing it by the square
root of the number of folds, i.e.,
We will also rename the parameter name column to be a bit more readable,
and drop the now unused std_test_score
column.
accuracies_grid["sem_test_score"] = accuracies_grid["std_test_score"] / 10**(1/2)
accuracies_grid = (
accuracies_grid[[
"param_kneighborsclassifier__n_neighbors",
"mean_test_score",
"sem_test_score"
]]
.rename(columns={"param_kneighborsclassifier__n_neighbors": "n_neighbors"})
)
accuracies_grid
n_neighbors  mean_test_score  sem_test_score  

0  1  0.845127  0.019966 
1  6  0.873200  0.015680 
2  11  0.861517  0.019547 
3  16  0.861573  0.017787 
4  21  0.866279  0.017889 
5  26  0.875637  0.016026 
6  31  0.885050  0.015406 
7  36  0.887375  0.013694 
8  41  0.887375  0.013694 
9  46  0.887320  0.013314 
10  51  0.882669  0.014523 
11  56  0.878018  0.014414 
12  61  0.880343  0.014299 
13  66  0.873200  0.015416 
14  71  0.877962  0.013660 
15  76  0.873200  0.014698 
16  81  0.873200  0.014698 
17  86  0.880288  0.011277 
18  91  0.875581  0.012967 
19  96  0.875581  0.008193 
We can decide which number of neighbors is best by plotting the accuracy versus \(K\),
as shown in Fig. 6.5.
Here we are using the shortcut point=True
to layer a point and line chart.
accuracy_vs_k = alt.Chart(accuracies_grid).mark_line(point=True).encode(
x=alt.X("n_neighbors").title("Neighbors"),
y=alt.Y("mean_test_score")
.scale(zero=False)
.title("Accuracy estimate")
)
accuracy_vs_k
We can also obtain the number of neighbours with the highest accuracy programmatically by accessing
the best_params_
attribute of the fit GridSearchCV
object. Note that it is still useful to visualize
the results as we did above since this provides additional information on how the model performance varies.
cancer_tune_grid.best_params_
{'kneighborsclassifier__n_neighbors': 36}
Setting the number of neighbors to \(K =\) 36 provides the highest crossvalidation accuracy estimate (88.7%). But there is no exact or perfect answer here; any selection from \(K = 30\) to \(80\) or so would be reasonably justified, as all of these differ in classifier accuracy by a small amount. Remember: the values you see on this plot are estimates of the true accuracy of our classifier. Although the \(K =\) 36 value is higher than the others on this plot, that doesn’t mean the classifier is actually more accurate with this parameter value! Generally, when selecting \(K\) (and other parameters for other predictive models), we are looking for a value where:
we get roughly optimal accuracy, so that our model will likely be accurate;
changing the value to a nearby one (e.g., adding or subtracting a small number) doesn’t decrease accuracy too much, so that our choice is reliable in the presence of uncertainty;
the cost of training the model is not prohibitive (e.g., in our situation, if \(K\) is too large, predicting becomes expensive!).
We know that \(K =\) 36 provides the highest estimated accuracy. Further, Fig. 6.5 shows that the estimated accuracy changes by only a small amount if we increase or decrease \(K\) near \(K =\) 36. And finally, \(K =\) 36 does not create a prohibitively expensive computational cost of training. Considering these three points, we would indeed select \(K =\) 36 for the classifier.
6.6.3. Under/Overfitting#
To build a bit more intuition, what happens if we keep increasing the number of
neighbors \(K\)? In fact, the crossvalidation accuracy estimate actually starts to decrease!
Let’s specify a much larger range of values of \(K\) to try in the param_grid
argument of GridSearchCV
. Fig. 6.6 shows a plot of estimated accuracy as
we vary \(K\) from 1 to almost the number of observations in the data set.
large_param_grid = {
"kneighborsclassifier__n_neighbors": range(1, 385, 10),
}
large_cancer_tune_grid = GridSearchCV(
estimator=cancer_tune_pipe,
param_grid=large_param_grid,
cv=10
)
large_cancer_tune_grid.fit(
cancer_train[["Smoothness", "Concavity"]],
cancer_train["Class"]
)
large_accuracies_grid = pd.DataFrame(large_cancer_tune_grid.cv_results_)
large_accuracy_vs_k = alt.Chart(large_accuracies_grid).mark_line(point=True).encode(
x=alt.X("param_kneighborsclassifier__n_neighbors").title("Neighbors"),
y=alt.Y("mean_test_score")
.scale(zero=False)
.title("Accuracy estimate")
)
large_accuracy_vs_k
Underfitting: What is actually happening to our classifier that causes this? As we increase the number of neighbors, more and more of the training observations (and those that are farther and farther away from the point) get a “say” in what the class of a new observation is. This causes a sort of “averaging effect” to take place, making the boundary between where our classifier would predict a tumor to be malignant versus benign to smooth out and become simpler. If you take this to the extreme, setting \(K\) to the total training data set size, then the classifier will always predict the same label regardless of what the new observation looks like. In general, if the model isn’t influenced enough by the training data, it is said to underfit the data.
Overfitting: In contrast, when we decrease the number of neighbors, each individual data point has a stronger and stronger vote regarding nearby points. Since the data themselves are noisy, this causes a more “jagged” boundary corresponding to a less simple model. If you take this case to the extreme, setting \(K = 1\), then the classifier is essentially just matching each new observation to its closest neighbor in the training data set. This is just as problematic as the large \(K\) case, because the classifier becomes unreliable on new data: if we had a different training set, the predictions would be completely different. In general, if the model is influenced too much by the training data, it is said to overfit the data.