Hi Martin, All,

> Hi Fabian, All,
> 
> I will extend the validation service accordingly. One thing I am
> wondering: is CDE is a special case of regression, or is it a separate
> prediction type?
> 
> My question is targeted on the representation within OpenTox, rather
> within the Validation. At the moment a validation object has general
> figures (e.g. model, training_dataset, num_predicted_instances, ...).
> In case of classification it further has classification_statistics
> (e.g. confusion_matrix, area_under_roc, ...).
> In case of regression it has regression_statistics ( e.g. r_square, rmse,
> ...).

CDE is not a special case of regression but somehow related. You can do CDE only on real-valued targets/endpoints. But it is not possible to get regression quality measures like r_square or rmse.

> 
> So if CDE is a subclass of regression, coverage and size would be
> added to the regression_statistics. (This would propably only make
> sense, if there are models that predict both, the regression target
> value as well as an interval.)
> If CDE is a seperate prediction type, I would establish a new type of
> statistics, cde_statistics.
> 
> What do you think?

It is no subclass of regression. So, we need a seperate prediction type, cde_statistics sounds good to me.

Best regards,

Fabian
> 
> Best regards,
> Martin
> 
> 
> On Wed, Nov 17, 2010 at 11:38 AM, Fabian buchwald <FabianBuchwald at gmx.de>
> wrote:
> > 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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> 
> 
> -- 
> Dipl-Inf. Martin Gütlein
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