[OTDev] New validation measures for conditional density estimators

Nina Jeliazkova jeliazkova.nina at gmail.com
Thu Nov 18 20:40:08 CET 2010


Hi Fabian,


On 18 November 2010 21:34, Fabian buchwald <FabianBuchwald at gmx.de> wrote:

> 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.
>
>
What about AlgorithmTypes ontology - do we need new type of algorithm in
there?

Best regards,
Nina


> 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<http://wwwkramer.in.tum.de/people/research/research/pubs/AAAI10_CDE%28page>4, left column).
> > > Can you provide these new quality measures?
> > >
> > > Best regards,
> > >
> > > Fabian
> > > --
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> >
> >
> > --
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> > Email:
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