Content
Cross Validation
- random subsampling:
- k-fold
- leave one out
Cost Function
减少预测误差 (prediction error) ——预测值和真实值的差异,这种差异一般用error metric量化
Error Metric:
- cost function
- loss fuction (machine learning)
- objective function (optimization)
- utility function (equal to negative cost, used in decision theory)
Cost Function
MSE, RMSE, MAE, FP & FN, F1 scores
M S E ( a p p r o x i m a t i o n ) = 1 n ∑ i = 1 n ( t r u e − a p p r o x i m a t i o n ) 2 = 1 n d ∑ i = 1 n d ( y i − x i T θ ^ ) 2 MSE(approximation) = \frac{1}{n} \sum^{n}_{i=1}{(true - approximation)}^2\\ = \frac{1}{n_d}\sum^{n_d}_{i=1}(y_i-x_i ^\mathsf{T}\hat{\theta})^2 MSE(approximation)=n1i=1∑n(true−approximation)2=nd1i=1∑