CFA二级数量两道题分享performance metric,sentiment

CFA二级数量两道题分享performance metric,sentiment

第一道题目：

Based on Exhibit 1, which confusion matrix demonstrates the most favorable value of the performance metric that best addresses Azarov’s concern?

A Confusion Matrix A

B Confusion Matrix B

C Confusion Matrix C

解析：

A is correct. Precision is the ratio of correctly predicted positive classes to all predicted positive classes and is useful in situations where the cost of false positives or Type I errors is high. Confusion Matrix A has the highest precision and therefore demonstrates the most favorable value of the performance metric that best addresses Azarov’s concern about the cost of Type I errors. Confusion Matrix A has a precision score of 0.95, which is higher than the precision scores of Confusion Matrix B (0.93) and Confusion Matrix C (0.86).

B is incorrect because precision, not accuracy, is the performance measure that best addresses Azarov’s concern about the cost of Type I errors. Confusion Matrix B demonstrates the most favorable value for the accuracy score (0.92), which is higher than the accuracy scores of Confusion Matrix A (0.91) and Confusion

Matrix C (0.91). Accuracy is a performance measure that gives equal weight to false positives and false negatives and is considered an appropriate performance measure when the class distribution in the dataset is equal (a balanced dataset).

However, Azarov is most concerned with the cost of false positives, or Type I errors, and not with finding the equilibrium between precision and recall. Furthermore, Dataset XYZ has an unequal (unbalanced) class distribution between positive sentiment and negative sentiment sentences.

C is incorrect because precision, not recall or F1 score, is the performance measure that best addresses Azarov’s concern about the cost of Type I errors. Confusion Matrix C demonstrates the most favorable value for the recall score (0.97), which is higher than the recall scores of Confusion Matrix A (0.87) and

Confusion Matrix B (0.90). Recall is the ratio of correctly predicted positive classes to all actual positive classes and is useful in situations where the cost of false negatives, or Type II errors, is high. However, Azarov is most concerned with the cost of Type I errors, not Type II errors. F1 score is more appropriate (than accuracy) when there is unequal class distribution in the dataset and it is necessary to measure the equilibrium of precision and recall. Confusion Matrix C demonstrates the most favorable value for the F1 score (0.92), which is higher than the F1 scores of Confusion Matrix A (0.91) and Confusion Matrix B (0.91). Although Dataset XYZ has an unequal class distribution between positive sentiment and negative sentiment sentences, Azarov is

most concerned with the cost of false positives, or Type I errors, and not with finding the equilibrium between precision and recall.

第二道题：

Based on the text exploration method used for Dataset ABC, tokens that potentially carry important information useful for differentiating the sentiment embedded in the text are most likely to have values that are:

A low.

B intermediate.

C high.

解析：

B is correct. When analyzing term frequency at the corpus level, also known as collection frequency, tokens with intermediate term frequency (TF) values potentially carry important information useful for differentiating the sentiment embedded in the text. Tokens with the highest TF values are mostly stop words that do not contribute to differentiating the sentiment embedded in the text, and tokens with the lowest TF values are mostly proper nouns or sparse terms that are also not important to the meaning of the text.

A is incorrect because tokens with the lowest TF values are mostly proper nouns or sparse terms (noisy terms) that are not important to the meaning of the text.

C is incorrect because tokens with the highest TF values are mostly stop words (noisy terms) that do not contribute to differentiating the sentiment embedded in the text.