5.4.5 - Prediction Success Table - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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The prediction success table is computed using only probabilities and not estimates based on a threshold value. Using an input table that contains known values for the dependent variable, the sum of the probability values π(x) and 1 – π(x), which correspond to the probability that the predicted value is 1 or 0 respectively, are calculated separately for rows with actual values of 1 and 0. This produces a report table such as that shown below.

Prediction Success Table
  Estimate Response Estimate Non-Response Actual Total
Actual Response 306.5325 68.4675 375.0000
Actual Non-Response 69.0115 302.9885 372.0000
Estimated Total 375.5440 371.4560 747.0000

An interesting and useful feature of this table is that it is independent of the threshold value that is used in scoring to determine which probabilities correspond to an estimate of 1 and 0, respectively. This is possible because the entries in the “Estimate Response” column are the sums of the probabilities π(x) that the outcome is 1, summed separately over the rows where the actual outcome is 1 and 0 and then totaled. Similarly, the entries in the “Estimate Non-Response” column are the sums of the probabilities 1 – π(x) that the outcome is 0.