Say you want to measure how often people visit pornographic domains over some period. To measure that, you build a model to predict whether or not a domain hosts pornography. And let’s assume that for the chosen classification threshold, the False Positive rate (FP) is 10\% and the False Negative rate (FN) is 7\%. Here below, we discuss some of the concerns with using scores from such a model and discuss ways to address the issues.
Let’s get some notation out of the way. Let’s say that we have users and that we can iterate over them using . Let’s denote the total number of unique domains—domains visited by any of the users at least once during the observation window—by . And let’s use to iterate over the domains. Let’s denote the number of visits to domain by user by . And let’s denote the total number of unique domains a person visits () using . Lastly, let’s denote predicted labels about whether or not each domain hosts pornography by , so we have .
Let’s start with a simple point. Say there are 5 domains with : . Let’s say user one visits the first three sites once and let’s say that user two visits all five sites once. Given 10\% of the predictions are false positives, the total measurement error in user one’s score and the total measurement error in user two’s score . The general point is that total false positives increase as a function of predicted . And the total number of false negatives increase as the number of predicted .
Read more here.