[R] Reducing the FPR (false positive rate)

[Liaw, Andy]

> From: Anderson de Rezende Rocha
> 
> Hello R-USERS, 
> 
> I think some people didn't understand my question. What I want is to
> use the training set to minimize the FALSE POSITIVE RATE. 
> 
> I think it is possible. I sacrifice ACCURACY to have less FALSE
> POSITIVES. I don't want a classifier result with 5% of FPR and, for
> example, 93% of ACCURACY. I want a 1% FPR sacrificing the 93% 
> ACCURACY.
> 
> 
> Do you know how can I do this? I really need this because the 
> requisite
> of the work I'm doing is only 1% of FPR. 

I'm afraid it's you who's not getting the point.  You don't need any
classifier to get minimum FPR:  just call everything `negative' and you have
0% FPR, which is as minimum as FPR gets.

FPR can not be fixed, as it's an unknown quantity.  It make as much sense to
say you want a classifier with a particular FPR as to say that you want a
classifier with a particular error rate.  What you can do is estimate the
parameters of the classifier that gives you an _approximate_ FPR that's
close to what you want, but there's no guarantee that you will get exactly
that FPR on any test set.

Andy
 
> Thanks and best regards. 
> 
> *************************************************
> |Üñðë®§µñ| - Anderson de Rezende Rocha
> Bacharel em Ciência da Computação - UFLA
> Mestrando em Ciência da Computação - UNICAMP
> Esteganografia e esteganálise digital
> UNIVERSIDADE ESTADUAL DE CAMPINAS, SP - BRASIL
> < http://andersonrocha.cjb.net >
> 
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