回归模型中的误差度量方式

前三种最常用

1 MAE(Mean Absolute Error)平均绝对差值

MAE=1Ni=0n|YiYhati|

2 MSE(Mean Square Error)均方误差

MSE=1Ni=0n(Y2Yhat2)

3 RMSE(Root Mean Square error)均方根误差

RMSE=1Ni=0n(Y2Yhat2)

RMSD=1Ni=0n(x1,ix2,i)2

4 Normalized root-mean-square deviation归一化均方差跟偏差

5 coefficient of variation of the RMSD

6 Pearson’s Correlation Coefficient(皮尔逊相关系数)

7 concordance correlation coefficient(一致性相关系数)

参考:
http://blog.csdn.net/computerme/article/details/38871467
http://blog.csdn.net/zryxh1/article/details/53161011
http://blog.csdn.net/reallocing1/article/details/56292877

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