cpm

The Classification and Regression Performance Metrics library
Library cpm
Module Cpm . RegrStats
module A = BatArray
module L = BatList
val square : float -> float
val rmse : float list -> float list -> float

Root Mean Squared Error rmse exp pred

val mae : float list -> float list -> float

Mean Absolute Error mae exp pred

val std_dev_res : float list -> float list -> float

standard deviation of residuals std_dev_res exp pred

val r2 : float list -> float list -> float

coefficient of determination r2 exp pred

val raw_REC_curve : float list -> float list -> (float * float) list

raw Regression Error Characteristic Curve (raw means not scaled by a null model) raw_REC_curve exp pred Cf. Bi, J. and Bennett, K.P., 2003. Regression error characteristic curves. In Proceedings of the 20th international conference on machine learning (ICML-03) (pp. 43-50).