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原创 模型(或系统)的评价指标
评价指标有准确率(Precision)、召回率(Recall)、F值(F-Measure)等; 以一个二分类问题为例,引出混淆矩阵的概念:True Positive(真正,TP):将正类预测为正类数True Negative(真负,TN):将负类预测为负类数False Positive(假正,FP):将负类预测为正类数误报 (Type I error)False Negative(...
2018-10-04 13:31:13 1315
Convex Optimization
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
2016-09-02
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