DSE Model Evaluation and Validation 2 — Questions and Answers
Question 1: Which metric is most appropriate when false negatives are far more costly than false positives, such as in cancer screening?
- Precision
- Recall (Correct answer)
- Specificity
- Accuracy
Correct answer: Recall
Recall (sensitivity) measures how many actual positives are correctly identified, minimizing false negatives.
Question 2: What does a Precision-Recall curve's Area Under the Curve (AUC-PR) near 0.5 indicate for a balanced dataset?
- The model performs well
- The model performs at chance level (Correct answer)
- The model always predicts negative
- The model is overfitting
Correct answer: The model performs at chance level
For a balanced dataset, a random classifier achieves AUC-PR near 0.5, so scores near that value suggest poor discriminative ability.
Question 3: In stratified k-fold cross-validation, what property is preserved in each fold?
- The order of samples
- The class distribution (Correct answer)
- The feature variance
- The model hyperparameters
Correct answer: The class distribution
Stratified k-fold ensures each fold reflects the overall class proportions, which is critical for imbalanced datasets.
Question 4: What is the main purpose of a validation set as distinct from both training and test sets?
- To provide more training data
- To tune hyperparameters without biasing test evaluation (Correct answer)
- To measure final model generalization
- To detect data leakage
Correct answer: To tune hyperparameters without biasing test evaluation
The validation set is used for hyperparameter tuning so the test set remains unseen and provides an unbiased generalization estimate.
Question 5: A model achieves 99% accuracy on a dataset where 99% of samples belong to one class. This is an example of:
- Excellent model performance
- The accuracy paradox (Correct answer)
- Overfitting to training data
- A well-calibrated model
Correct answer: The accuracy paradox
The accuracy paradox occurs when high accuracy is misleading because a naive baseline (predicting the majority class always) achieves the same score.
Question 6: Which evaluation approach is most suitable for evaluating a time-series forecasting model?
- Standard k-fold cross-validation
- Leave-one-out cross-validation
- Walk-forward (rolling) validation (Correct answer)
- Bootstrap resampling
Correct answer: Walk-forward (rolling) validation
Walk-forward validation respects temporal ordering by always training on past data and testing on future data, preventing data leakage.
Question 7: The Matthews Correlation Coefficient (MCC) is preferred over accuracy for imbalanced binary classification because:
- It is faster to compute
- It accounts for all four confusion matrix values and handles class imbalance (Correct answer)
- It only considers true positives and true negatives
- It is equivalent to the F1-score
Correct answer: It accounts for all four confusion matrix values and handles class imbalance
MCC incorporates TP, TN, FP, and FN into a single balanced measure, making it robust even when classes are heavily imbalanced.
Which metric is most appropriate when false negatives are far more costly than false positives, such as in cancer screening?