[OTDev] New validation measures for conditional density estimators

Fabian buchwald FabianBuchwald at gmx.de
Fri Nov 19 12:23:18 CET 2010


Hi Nina,
-------- Original-Nachricht --------
> Datum: Thu, 18 Nov 2010 21:40:08 +0200
> Von: Nina Jeliazkova <jeliazkova.nina at gmail.com>
> An: opentox development mailing list <development at opentox.org>
> Betreff: Re: [OTDev] New validation measures for conditional density	estimators

> 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?

Yes, you are right, I propose DensityEstimator. What do you think?

Fabian

> 
> 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
> > > > --
> > > > GMX DSL Doppel-Flat ab 19,99 €/mtl.! Jetzt auch mit
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> > > >
> > >
> > >
> > > --
> > > Dipl-Inf. Martin Gütlein
> > > Phone:
> > > +49 (0)761 203 8442 (office)
> > > +49 (0)177 623 9499 (mobile)
> > > Email:
> > > guetlein at informatik.uni-freiburg.de
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