回归问题的评价测度

https://blog.csdn.net/jasonding1354/article/details/46340729

对于分类问题，评价测度是准确率，但这种方法不适用于回归问题。我们使用针对连续数值的评价测度(evaluation metrics)。

下面介绍三种常用的针对回归问题的评价测度

In [21]:

# define true and predicted response values
true = [100, 50, 30, 20]
pred = [90, 50, 50, 30]

(1)平均绝对误差(Mean Absolute Error, MAE)

 

(2)均方误差(Mean Squared Error, MSE)

 

(3)均方根误差(Root Mean Squared Error, RMSE)

 

In [24]:

from sklearn import metrics
import numpy as np
# calculate MAE by hand
print "MAE by hand:",(10 + 0 + 20 + 10)/4.

# calculate MAE using scikit-learn
print "MAE:",metrics.mean_absolute_error(true, pred)

# calculate MSE by hand
print "MSE by hand:",(10**2 + 0**2 + 20**2 + 10**2)/4.

# calculate MSE using scikit-learn
print "MSE:",metrics.mean_squared_error(true, pred)


# calculate RMSE by hand
print "RMSE by hand:",np.sqrt((10**2 + 0**2 + 20**2 + 10**2)/4.)

# calculate RMSE using scikit-learn
print "RMSE:",np.sqrt(metrics.mean_squared_error(true, pred))

MAE by hand: 10.0
MAE: 10.0
MSE by hand: 150.0
MSE: 150.0
RMSE by hand: 12.2474487139
RMSE: 12.247448713