Copyright(c) Fabricio Olivetti de Franca 2020
LicenseGPL-3
Maintainerfabricio.olivetti@gmail.com
Stabilityexperimental
PortabilityPOSIX
Safe HaskellNone

IT.Metrics

Description

Definitions of support functions to calculate a set of error measures for regression and classification.

Synopsis

Documentation

type Vector = Vector Double Source #

Performance measures

data Measure Source #

Constructors

Measure 

Fields

mean :: Vector -> Double Source #

Mean for a vector of doubles

var :: Vector -> Double Source #

Variance for a vector of doubles

meanError Source #

Arguments

:: (Vector -> Vector)

a function to be applied to the error terms (abs, square,...)

-> Vector

fitted values

-> Vector

target values

-> Double 

generic mean error measure

Common error measures for regression:

mse :: Vector -> Vector -> Double Source #

Mean Squared Error

mae :: Vector -> Vector -> Double Source #

Mean Absolute Error

nmse :: Vector -> Vector -> Double Source #

Normalized Mean Squared Error

rmse :: Vector -> Vector -> Double Source #

Root of the Mean Squared Error

rSq :: Vector -> Vector -> Double Source #

negate R^2 - minimization metric

Regression measures

Classification measures

accuracy :: Vector -> Vector -> Double Source #

Accuracy: ratio of correct classification

precision :: Vector -> Vector -> Double Source #

Precision: ratio of correct positive classification

recall :: Vector -> Vector -> Double Source #

Recall: ratio of retrieval of positive labels

f1 :: Vector -> Vector -> Double Source #

Harmonic average between Precision and Recall

logloss :: Vector -> Vector -> Double Source #

LogLoss of a classifier that returns a probability.

measureAll :: [Measure] Source #

List of all measures

toMeasure :: String -> Measure Source #

Read a string into a measure