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R方:
$ R^2=1-\frac{SSres}{SStot} = 1 - \frac{\sum_{i}(y_i-\widehat{y}_i)^2}{\sum_{i}(y_i-\overline{y}_i)^{2}}$
- R 2 = 1 − S S r e s S S t o t = 1 − ∑ i ( y i − y ^ i ) 2 ∑ i ( y i − y ‾ i ) 2 R^2=1-\frac{SSres}{SStot} = 1 - \frac{\sum_{i}(y_i-\widehat{y}_i)^2}{\sum_{i}(y_i-\overline{y}_i)^{2}} R2=1−SStotSSres=1−∑i(yi−yi)2∑i(yi−y i)2
Accuracy
$ Accuracy=\frac{\left|TP \right|+\left|TN\right|}{\left|TP\right|+\left|TN\right|+\left|FP\right|+\left|FN\right|}$
- A c c u r a c y = ∣ T P ∣ + ∣ T N ∣ ∣ T P ∣ + ∣ T N ∣ + ∣ F P ∣ + ∣ F N ∣ Accuracy=\frac{\left|TP \right|+\left|TN\right|}{\left|TP\right|+\left|TN\right|+\left|FP\right|+\left|FN\right|} Accuracy=∣TP∣+∣TN∣+∣FP∣+∣FN∣∣TP∣+∣TN∣
Precision
$Precision = \frac{\left|TP \right|}{\left|TP \right|+\left|FP\right|}$
- P r e c i s i o n = ∣ T P ∣ ∣ T P ∣ + ∣ F P ∣ Precision = \frac{\left|TP \right|}{\left|TP \right|+\left|FP\right|} Precision=∣TP∣+∣FP∣∣TP∣
Recall
$Recall =\frac{\left|TP\right|}{\left|TP \right|+\left|FN\right|}$
- R e c a l l = ∣ T P ∣ ∣ T P ∣ + ∣ F N ∣ Recall =\frac{\left|TP\right|}{\left|TP \right|+\left|FN\right|} Recall=∣TP∣+∣FN∣∣TP∣
F1-score
$F1-score =2\times \frac{Precision\times Recall}{Presion+Recall}$
- F 1 − s c o r e = 2 × P r e c i s i o n × R e c a l l P r e s i o n + R e c a l l F1-score =2\times \frac{Precision\times Recall}{Presion+Recall} F1−score=2×Presion+RecallPrecision×Recall
TPR
$TPR =\frac{\left|TP\right|}{\left|TP \right|+\left|FN\right|}$
- T P R = ∣ T P ∣ ∣ T P ∣ + ∣ F N ∣ TPR =\frac{\left|TP\right|}{\left|TP \right|+\left|FN\right|} TPR=∣TP∣+∣FN∣∣TP∣
FPR
$FPR =\frac{\left|FP\right|}{\left|TN \right|+\left|FP\right|}$
- F P R = ∣ F P ∣ ∣ T N ∣ + ∣ F P ∣ FPR =\frac{\left|FP\right|}{\left|TN \right|+\left|FP\right|} FPR=∣TN∣+∣FP∣∣FP∣
AUC
$AUC =\frac{1}{2} \times \Sigma_{i=1}^{m-1}(x'_{i+1}-x'_i)(y'_i+y'_{i+1})$
- A U C = 1 2 × Σ i = 1 m − 1 ( x i + 1 ′ − x i ′ ) ( y i ′ + y i + 1 ′ ) AUC =\frac{1}{2} \times \Sigma_{i=1}^{m-1}(x'_{i+1}-x'_i)(y'_i+y'_{i+1}) AUC=21×Σi=1m−1(xi+1′−xi′)(yi′+yi+1′)