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Confusion Matrix

A table comparing a classifier's predictions with the actual outcomes, from which precision, recall and false positive and false negative rates are calculated.

  • confusion matrix
  • metrics
  • evaluation
  • classification

Structure

Rows show actual labels and columns show predicted labels. The diagonal holds correct predictions; everything off the diagonal is an error, and where an error falls shows what kind it is.

Insights

It shows whether a model tends to over-predict or under-predict particular classes, which a single accuracy figure hides. In most applications the two kinds of error carry different costs (a missed fraud against a blocked legitimate payment), and the matrix is where that trade-off becomes visible.

Fairness analysis

Separate confusion matrices for different groups reveal whether error rates differ between them, the basis of the equalised-odds test. Not producing them is the disparate impact monitoring gap; bias testing and fairness monitoring is the control that does.

Related Terms

Related risks and controls

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