An Empirical Comparison of Supervised Learning Algorithms Using Different Performance Metrics
Rich Caruana, Alexandru Niculescu-Mizil · 2005
We present results from a large-scale empirical comparison between ten learning methods: SVMs, neural nets, logistic regression, naive bayes, memory-based learning, random forests, decision trees, bagged trees, boosted trees, and boosted stumps. We evaluate the methods on binary classification problems using nine performance criteria: accuracy, squared error, cross-entropy, ROC Area, F-score, precision/recall breakeven point, average precision, lift, and calibration. Because some models (e.g. SVMs and boosted trees) do not predict well-calibrated probabilities, we compare the performance of the algorithms both before and after calibrating their predictions with Platt Scaling and Isotonic Regression.