1) Definition
Recall (also called Sensitivity or True Positive Rate) measures how many of the actual positives the model correctly identifies.
It answers:
“Of all the true positives in the dataset, how many did my model find?”
Formula:
$\text{Recall} = \frac{\text{True Positives (TP)}}{\text{True Positives (TP)} + \text{False Negatives (FN)}}$
- TP (True Positives): Correctly predicted positives.
- FN (False Negatives): Actual positives that the model missed.
2) Intuition
- High recall → the model catches most of the true positives, but may include more false alarms.
- Low recall → the model misses many true positives.
3) Example
Imagine a medical test for a disease:
- Actual patients with disease = 100
- Model predicts 80 correctly as positive (TP = 80)
- Model misses 20 patients (FN = 20)
$\text{Recall} = \frac{80}{80 + 20} = 0.80$
Interpretation: The test detects 80% of the sick patients.
4) Contrast with Precision
- Precision = Of predicted positives, how many are truly positive? (focus on false positives).
- Recall = Of actual positives, how many were caught? (focus on false negatives).
Example:
- A spam filter with high recall, low precision: flags almost all spam but also marks many good emails as spam.
- A spam filter with high precision, low recall: flags only the most obvious spam, but misses a lot of subtle spam.
5) Why Recall is Important
- In problems where missing positives is very costly:
- Medical diagnosis (don’t miss sick patients).
- Fraud detection (don’t miss fraudulent transactions).
- Safety systems (don’t miss dangerous conditions).
- Often optimized together with precision (via F1-score).
6) Related Metrics
- F1-score: Harmonic mean of precision and recall.
- $F1 = \frac{2 \cdot \text{Precision} \cdot \text{Recall}}{\text{Precision} + \text{Recall}}$
- Specificity (True Negative Rate): Complement metric for negatives.
- ROC-AUC & PR-AUC: Summarize trade-offs between recall and other metrics across thresholds.
Summary:
Recall = proportion of actual positives that the model correctly identifies.
It reflects the model’s ability to avoid false negatives and is crucial in high-risk domains where missing a positive case is more dangerous than raising a false alarm.
