A confusion matrix is a matrix that summarizes the performance of a machine learning model on a set of test data. It displays the number of true positives (TP), true negatives (TN), false positives (FP), and false negatives (FN) produced by the model on the test data1. For multi-class classification, the matrix shape will be equal to the number of classes i.e for n classes it will be nXn1. The diagonal values represent the number of correct predictions for each class, and the off-diagonal values represent the number of incorrect predictions for each class1.
The BlazingText algorithm is a proprietary machine learning algorithm for forecasting time series using causal convolutional neural networks (CNNs). BlazingText works best with large datasets containing hundreds of time series. It accepts item metadata, and is the only Forecast algorithm that accepts related time series data without future values2.
From the confusion matrices for the training and test sets, we can observe the following:
The model has a high accuracy on the training set, as most of the diagonal values are high and the off-diagonal values are low. This means that the model is able to learn the patterns and features of the training data well.
However, the model has a lower accuracy on the test set, as some of the diagonal values are lower and some of the off-diagonal values are higher. This means that the model is not able to generalize well to the unseen data and makes more errors.
The model has a particularly high error rate for classes B and E on the test set, as the values of M_22 and M_55 are much lower than the values of M_12, M_21, M_15, M_25, M_51, and M_52. This means that the model is confusing classes B and E with other classes more often than it should.
The model has a relatively low error rate for classes A, C, and D on the test set, as the values of M_11, M_33, and M_44 are high and the values of M_13, M_14, M_23, M_24, M_31, M_32, M_34, M_41, M_42, and M_43 are low. This means that the model is able to distinguish classes A, C, and D from other classes well.
These results indicate that the model is overfitting for classes B and E, meaning that it is memorizing the specific features of these classes in the training data, but failing to capture the general features that are applicable to the test data. Overfitting is a common problem in machine learning, where the model performs well on the training data, but poorly on the test data3. Some possible causes of overfitting are:
The model is too complex or has too many parameters for the given data. This makes the model flexible enough to fit the noise and outliers in the training data, but reduces its ability to generalize to new data.
The data is too small or not representative of the population. This makes the model learn from a limited or biased sample of data, but fails to capture the variability and diversity of the population.
The data is imbalanced or skewed. This makes the model learn from a disproportionate or uneven distribution of data, but fails to account for the minority or rare classes.
Some possible solutions to prevent or reduce overfitting are:
Simplify the model or use regularization techniques. This reduces the complexity or the number of parameters of the model, and prevents it from fitting the noise and outliers in the data. Regularization techniques, such as L1 or L2 regularization, add a penalty term to the loss function of the model, which shrinks the weights of the model and reduces overfitting3.
Increase the size or diversity of the data. This provides more information and examples for the model to learn from, and increases its ability to generalize to new data. Data augmentation techniques, such as rotation, flipping, cropping, or noise addition, can generate new data from the existing data by applying some transformations3.
Balance or resample the data. This adjusts the distribution or the frequency of the data, and ensures that the model learns from all classes equally. Resampling techniques, such as oversampling or undersampling, can create a balanced dataset by increasing or decreasing the number of samples for each class3.
References:
Confusion Matrix in Machine Learning - GeeksforGeeks
BlazingText algorithm - Amazon SageMaker
Overfitting and Underfitting in Machine Learning - GeeksforGeeks
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