拟合指标
- SSE(和方差)
S S E = ∑ i = 1 n w i ( y i − y i ^ ) 2 SSE=\sum_{i=1}^nw_i(y_i-\hat{y_i})^2 SSE=∑i=1nwi(yi−yi^)2 - RMSE(均方根)
也叫回归系统的拟合标准差,
R M S E = M S E = S S E / n = 1 n ∑ i = 1 n w i ( y i − y i ^ ) 2 RMSE=\sqrt{MSE}=\sqrt{SSE/n}=\sqrt{\frac{1}{n}\sum_{i=1}^nw_i(y_i-\hat{y_i})^2} RMSE=MSE=SSE/n=n1∑i=1nwi(yi−yi^)2
1,2均描述点对点的误差,越接近0越好 - R-square(确定系数)
S S R = ∑ i = 1 n w i ( y i ^ − y i ‾ ) 2 SSR=\sum_{i=1}^nw_i(\hat{y_i}-\overline{y_i})^2 SSR=∑i=1nwi(yi^−yi)2
S S T = ∑ i = 1 n w i ( y i − y i ‾ ) 2 SST=\sum_{i=1}^nw_i(y_i-\overline{y_i})^2 SST=∑i=1nwi(yi−yi)2
R − s q u a r e = S S R S S T R-square=\frac{SSR}{SST} R−square=SSTSSR
描述拟合点与原始数据平均值的误差,即点对全,越接近1越好
线性模型, S S T = S S R + S S E SST=SSR+SSE SST=SSR+SSE