[OTDev] New validation measures for conditional density estimators

Fabian buchwald FabianBuchwald at gmx.de
Wed Nov 17 11:38:54 CET 2010


Hi Martin,

for our integrated conditional density estimators (CDEs) we need two new validation measures, coverage and size.
With a CDE you predict an interval. For the validation you want to check whether the true target value is in the interval (coverage) and want to know how large the predicted interval is (size) compared to the range of target values in the training set. The formulas of these two quality measures can be found at http://wwwkramer.in.tum.de/people/research/research/pubs/AAAI10_CDE(page 4, left column).
Can you provide these new quality measures?

Best regards,

Fabian
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