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by Bootvis 3393 days ago
I haven't taken a lot of data science classes but I'm not sure that's true. If you start with linear regression the mean squared error would make more sense. I actually searched through "The Elements of Statistical Learning" and the word 'recall' is not used in this sense at all.
2 comments
mjn 3393 days ago
The jargon does vary by subfield and community, along with the actual measures used (sometimes it's just a different name, but sometimes practices are different as well). Precision/recall are terms from information retrieval that migrated into the CS-flavored portion of machine learning, but are not as common in the stats-flavored portion of ML, in part because some statisticians consider them poor measures of classifier performance [1]. Hence they don't show up in the Hastie/Tibshirani/Friedman book you mention, which is written by three authors solidly on the stats side of ML. It does occasionally mention some equivalent terms, e.g. Ctrl+F'ing through a PDF, I see that in Chapter 9 it borrows the sensitivity/specificity metrics used in medical statistics, where sensitivity is a synonym for recall (but specificity is not the same thing as precision). It looks like the book more often uses ROC curves, though, which have their own adherents and detractors.

[1] This paper is the one that most often gets cited as background by people who don't like recall/precision as metrics: http://dspace2.flinders.edu.au/xmlui/bitstream/handle/2328/2...

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mehaveaccount 3392 days ago
People don't pay for linear regressions. They pay for discrete things: what is my best option among my three clear courses of action. Linear regression can be a tiny piece of a larger argument in favor or against one option or the other, but that alone doesn't make money.
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Bootvis 3392 days ago
That's obvious but not at all what I responded to in my post.

I responded to the claim that ML courses start with the definition of precision and recall. In my admittedly limited experience those courses start with linear regression and mean squared errors. After that, there is so much generalization possible and that doesn't include precision/recall.

You make money by solving someone's problems, making money by stating definitions is only done on TV quizzes.

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