In a medical sense, “confusion” means you are having trouble thinking clearly. Someone who is “out of it”, disoriented, not sure where they are / what day it is, or who is having trouble thinking in a straight line might be called “confused”. Confusion can be caused by drugs, but if it’s not caused by drugs then it could be a sign of a serious medical problem.
There are many other senses of the word, though. In everyday usage it often refers to being unsure about something, mistaking one thing for another (e.g. “I often confuse turtles and tortoises”) or being faced with multiple conflicting pieces of information. The root of the word is “con” (together) + fuse (as in melt). Things that are mixed together are said to be confused.
In the context of statistics and machine learning, confusion refers to how well some method for putting things into categories (e.g. an image classifier that is supposed to identify the type of bird in a photo) performs (see “confusion matrix”).
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