mcnemar_table: Contingency table for McNemar's test
Function to compute a 2x2 contingency table for McNemar's Test
from mlxtend.evaluate import mcnemar_table
Overview
contingency Table for McNemar's Test
A 2x2 contingency table as being used in a McNemar's Test (mlxtend.evaluate.mcnemar
) is a useful aid for comparing two different models. In contrast to a typical confusion matrix, this table compares two models to each other rather than showing the false positives, true positives, false negatives, and true negatives of a single model's predictions:
For instance, given that 2 models have a accuracy of with a 99.7% and 99.6% a 2x2 contingency table can provide further insights for model selection.
In both subfigure A and B, the predictive accuracies of the two models are as follows:
- model 1 accuracy: 9,960 / 10,000 = 99.6%
- model 2 accuracy: 9,970 / 10,000 = 99.7%
Now, in subfigure A, we can see that model 2 got 11 predictions right that model 1 got wrong. Vice versa, model 2 got 1 prediction right that model 2 got wrong. Thus, based on this 11:1 ratio, we may conclude that model 2 performs substantially better than model 1. However, in subfigure B, the ratio is 25:15, which is less conclusive about which model is the better one to choose.
References
- McNemar, Quinn, 1947. "Note on the sampling error of the difference between correlated proportions or percentages". Psychometrika. 12 (2): 153–157.
- Edwards AL: Note on the “correction for continuity” in testing the significance of the difference between correlated proportions. Psychometrika. 1948, 13 (3): 185-187. 10.1007/BF02289261.
- https://en.wikipedia.org/wiki/McNemar%27s_test
Example 2 - 2x2 contingency Table
import numpy as np
from mlxtend.evaluate import mcnemar_table
y_true = np.array([0, 0, 0, 0, 0, 1, 1, 1, 1, 1])
y_mod1 = np.array([0, 1, 0, 0, 0, 1, 1, 0, 0, 0])
y_mod2 = np.array([0, 0, 1, 1, 0, 1, 1, 0, 0, 0])
tb = mcnemar_table(y_target=y_true,
y_model1=y_mod1,
y_model2=y_mod2)
tb
array([[4, 1],
[2, 3]])
To visualize (and better interpret) the contingency table via matplotlib, we can use the checkerboard_plot
function:
from mlxtend.plotting import checkerboard_plot
import matplotlib.pyplot as plt
brd = checkerboard_plot(tb,
figsize=(3, 3),
fmt='%d',
col_labels=['model 2 wrong', 'model 2 right'],
row_labels=['model 1 wrong', 'model 1 right'])
plt.show()
API
mcnemar_table(y_target, y_model1, y_model2)
Compute a 2x2 contingency table for McNemar's test.
Parameters
-
y_target
: array-like, shape=[n_samples]True class labels as 1D NumPy array.
-
y_model1
: array-like, shape=[n_samples]Predicted class labels from model as 1D NumPy array.
-
y_model2
: array-like, shape=[n_samples]Predicted class labels from model 2 as 1D NumPy array.
Returns
-
tb
: array-like, shape=[2, 2]2x2 contingency table with the following contents: a: tb[0, 0]: # of samples that both models predicted correctly b: tb[0, 1]: # of samples that model 1 got right and model 2 got wrong c: tb[1, 0]: # of samples that model 2 got right and model 1 got wrong d: tb[1, 1]: # of samples that both models predicted incorrectly
Examples
For usage examples, please see https://rasbt.github.io/mlxtend/user_guide/evaluate/mcnemar_table/