Model Evaluation Patterns
Overview
Comprehensive model evaluation using yardstick and related packages. Covers metrics for classification, regression, and survival outcomes, plus calibration and uncertainty quantification.
Classification Metrics
Binary Classification
library(yardstick)
# Hard predictions (class)
predictions |>
accuracy(truth = outcome, estimate = .pred_class)
predictions |>
sens(truth = outcome, estimate = .pred_class) # sensitivity/recall
predictions |>
spec(truth = outcome, estimate = .pred_class) # specificity
predictions |>
ppv(truth = outcome, estimate = .pred_class) # precision
predictions |>
npv(truth = outcome, estimate = .pred_class)
predictions |>
f_meas(truth = outcome, estimate = .pred_class) # F1 score
predictions |>
kap(truth = outcome, estimate = .pred_class) # Cohen's kappa
predictions |>
mcc(truth = outcome, estimate = .pred_class) # Matthews correlation
Probability-Based Metrics
# ROC AUC
predictions |>
roc_auc(truth = outcome, .pred_positive_class)
# PR AUC (better for imbalanced data)
predictions |>
pr_auc(truth = outcome, .pred_positive_class)
# Brier score
predictions |>
brier_class(truth = outcome, .pred_positive_class)
# Log loss
predictions |>
mn_log_loss(truth = outcome, .pred_positive_class)
# Gain capture (lift)
predictions |>
gain_capture(truth = outcome, .pred_positive_class)
Multi-Class Classification
# Macro-averaged (average across classes)
predictions |>
accuracy(truth = outcome, estimate = .pred_class)
predictions |>
f_meas(truth = outcome, estimate = .pred_class, estimator = "macro")
# Micro-averaged (pool then calculate)
predictions |>
f_meas(truth = outcome, estimate = .pred_class, estimator = "micro")
# Weighted by class prevalence
predictions |>
f_meas(truth = outcome, estimate = .pred_class, estimator = "macro_weighted")
# Multi-class ROC AUC (one-vs-all)
predictions |>
roc_auc(truth = outcome, .pred_class1:.pred_classN)
Metric Sets
# Create metric set for consistent evaluation
class_metrics <- metric_set(
accuracy,
sens,
spec,
ppv,
f_meas,
roc_auc
)
# Use in tuning
tune_results <- workflow |>
tune_grid(
resamples = cv_folds,
metrics = class_metrics
)
# Use on predictions
predictions |>
class_metrics(truth = outcome, estimate = .pred_class, .pred_positive)
Regression Metrics
Standard Metrics
# RMSE (penalizes large errors)
predictions |>
rmse(truth = outcome, estimate = .pred)
# MAE (robust to outliers)
predictions |>
mae(truth = outcome, estimate = .pred)
# R-squared
predictions |>
rsq(truth = outcome, estimate = .pred)
# R-squared traditional (can be negative)
predictions |>
rsq_trad(truth = outcome, estimate = .pred)
# Mean absolute percentage error
predictions |>
mape(truth = outcome, estimate = .pred)
# Symmetric MAPE
predictions |>
smape(truth = outcome, estimate = .pred)
Robust and Alternative Metrics
# Huber loss (robust to outliers)
predictions |>
huber_loss(truth = outcome, estimate = .pred)
# Concordance correlation coefficient
predictions |>
ccc(truth = outcome, estimate = .pred)
# Index of ideality of correlation
predictions |>
iic(truth = outcome, estimate = .pred)
Regression Metric Set
reg_metrics <- metric_set(
rmse,
mae,
rsq,
mape
)
predictions |>
reg_metrics(truth = outcome, estimate = .pred)
Visualization
ROC Curves
# Generate ROC curve data
roc_data <- predictions |>
roc_curve(truth = outcome, .pred_positive)
# Plot
autoplot(roc_data)
# Multiple models
all_predictions |>
group_by(model) |>
roc_curve(truth = outcome, .pred_positive) |>
autoplot()
Precision-Recall Curves
pr_data <- predictions |>
pr_curve(truth = outcome, .pred_positive)
autoplot(pr_data)
Gain and Lift Curves
# Gain curve
gain_data <- predictions |>
gain_curve(truth = outcome, .pred_positive)
autoplot(gain_data)
# Lift curve
lift_data <- predictions |>
lift_curve(truth = outcome, .pred_positive)
autoplot(lift_data)
Calibration Plots
# Calibration data
cal_data <- predictions |>
cal_plot_breaks(truth = outcome, .pred_positive, num_breaks = 10)
# Plot calibration
autoplot(cal_data)
# Windowed calibration
cal_data <- predictions |>
cal_plot_windowed(truth = outcome, .pred_positive)
autoplot(cal_data)
Confusion Matrix
# Generate confusion matrix
conf_mat <- predictions |>
conf_mat(truth = outcome, estimate = .pred_class)
# Visualize
autoplot(conf_mat, type = "heatmap")
autoplot(conf_mat, type = "mosaic")
# Extract metrics from confusion matrix
summary(conf_mat)
Probability Calibration
Calibration Methods (probably package)
library(probably)
# Logistic calibration (Platt scaling)
cal_obj <- predictions |>
cal_estimate_logistic(truth = outcome, .pred_positive)
calibrated <- predictions |>
cal_apply(cal_obj)
# Isotonic regression
cal_obj <- predictions |>
cal_estimate_isotonic(truth = outcome, .pred_positive)
# Beta calibration
cal_obj <- predictions |>
cal_estimate_beta(truth = outcome, .pred_positive)
Calibration in Workflow
# Add calibration to workflow
calibrated_wf <- workflow |>
add_model(model_spec) |>
add_recipe(recipe) |>
add_calibration() # not yet in tidymodels but conceptually
Threshold Optimization
Finding Optimal Threshold
library(probably)
# Optimize for J-index (sens + spec - 1)
threshold_perf <- predictions |>
threshold_perf(
truth = outcome,
.pred_positive,
thresholds = seq(0.1, 0.9, by = 0.05),
metrics = metric_set(j_index, sens, spec)
)
# Find optimal
best_threshold <- threshold_perf |>
filter(.metric == "j_index") |>
slice_max(.estimate)
# Apply threshold
predictions |>
mutate(.pred_class = make_two_class_pred(.pred_positive, levels(outcome), threshold = 0.4))
Cost-Sensitive Thresholds
# With different misclassification costs
cost_matrix <- matrix(c(0, 1, 5, 0), nrow = 2) # FN costs 5x FP
predictions |>
classification_cost(
truth = outcome,
.pred_positive,
costs = cost_matrix
)
Confidence and Prediction Intervals
Bootstrap Confidence Intervals
# Bootstrap metric estimates
boot_metrics <- bootstraps(predictions, times = 1000) |>
mutate(
metrics = map(splits, ~ {
analysis(.x) |>
accuracy(truth = outcome, estimate = .pred_class)
})
) |>
unnest(metrics)
# Calculate CI
quantile(boot_metrics$.estimate, c(0.025, 0.975))
Prediction Intervals (Conformal)
library(probably)
# Conformal prediction intervals
conf_obj <- predictions |>
conformal_cv(outcome ~ ., data = train_data, cv_folds)
# Predict with intervals
predict(conf_obj, new_data, level = 0.95)
Model Comparison
Comparing Resampled Models
# Collect metrics from multiple workflows
wf_results <- workflow_set |>
workflow_map(resamples = cv_folds)
# Compare
autoplot(wf_results)
rank_results(wf_results, rank_metric = "roc_auc")
# Statistical comparison
# (informally via confidence intervals)
collect_metrics(wf_results) |>
filter(.metric == "roc_auc") |>
ggplot(aes(x = wflow_id, y = mean, ymin = mean - std_err, ymax = mean + std_err)) +
geom_pointrange()
Paired Comparisons
# Resample-level comparison
library(tidyposterior)
# ANOVA-like comparison
perf_mod <- perf_mod(wf_results, metric = "roc_auc")
# Contrasts
contrast_models(perf_mod, list_1 = "model_A", list_2 = "model_B")
Evaluation Best Practices
Training vs Test Performance
# Collect training CV metrics
train_metrics <- collect_metrics(tune_results)
# Get test metrics
test_metrics <- final_fit |>
collect_metrics()
# Compare for overfitting
bind_rows(
train_metrics |> mutate(set = "CV"),
test_metrics |> mutate(set = "Test")
)
Stratified Evaluation
# Performance by subgroup
predictions |>
group_by(subgroup) |>
metrics(truth = outcome, estimate = .pred_class, .pred_positive)
Key Metrics by Problem Type
| Problem | Primary Metric | Secondary Metrics |
|---|---|---|
| Binary balanced | ROC AUC | Accuracy, F1 |
| Binary imbalanced | PR AUC, F1 | Sens, PPV |
| Multi-class | Macro F1 | Accuracy, Kappa |
| Regression | RMSE | MAE, R² |
| Regression with outliers | MAE, Huber | RMSE |
| Rare events | PR AUC | Sens, PPV |
| Medical diagnosis | Sens, Spec | NPV, PPV |