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Regression Metrics
How good a model is: Predictive performance
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression ?
How good a model is: Predictive performance
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression ?
• What can you use to tell you how good your regression AI is?
Predictive performance in regression
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression:
• Calculate the error = (Predicted – True)
If the correct value is 10 and AI predicted 11
Error = 11-10 = 1
Predictive performance in regression
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression:
• Calculate the error = (Predicted – True)
If the correct value is 10 and AI predicted 9
Error = ?
Predictive performance in regression
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression:
• Calculate the error = (Predicted – True)
If the correct value is 10 and AI predicted 9
Error = 9-10 = -1?
Predictive performance in regression
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression:
• Calculate the error = (Predicted – True)
If the correct value is 10 and AI predicted 9
Absolute Value Error = Absolute Value(-1) = 1
Predictive performance in regression
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression:
• Calculate the error = (Predicted – True)
In case of accuracy, if the AI got 6 correct answers out of 10,
its accuracy = 60%
Similarly, if the AI got errors of 1.2,5.1,2,3,6,1,4.3.. etc for 10
questions, what is the overall error?
Predictive performance in regression
• Predictive performance in Classification: Accuracy
• Predictive performance in Regression:
• Calculate the error = (Predicted – True)
In case of accuracy, if the AI got 6 correct answers out of 10,
its accuracy = 60%
Similarly, if the AI got errors of 1.2,5.1,2,3,6,1,4.3.. etc for 10
questions, what is the overall error?
Over all error is Average(1.2,5.1,2,3,4,1,4.3 …)
Predictive performance in regression
• Exercise:
• True Value: 5, Predicted Value: 3
• True Value: 7, Predicted Value: 10
Predictive performance in regression
Predictive performance in regression
• Example:
• True Value: 5, Predicted Value: 3 -> Error: 2
• True Value: 7, Predicted Value: 10 -> Error: -3
Predictive performance in regression
Predictive performance in regression
• Example:
• True Value: 5, Predicted Value: 3 -> Absolute Error: 2
• True Value: 7, Predicted Value: 10 -> Absolute Error: 3
Predictive performance in regression
Predictive performance in regression
• Example:
• True Value: 5, Predicted Value: 3 -> Absolute Error: 2
• True Value: 7, Predicted Value: 10 -> Absolute Error: 3
• Mean Absolute Error: (3+2)/2
Predictive performance in regression
Predictive performance in regression
• Example:
• True Value: 5, Predicted Value: 3 -> Absolute Error: 2
• True Value: 7, Predicted Value: 10 -> Absolute Error: 3
• Mean Absolute Error: (3+2)/2
• Another way to measure error
• True Value: 5, Predicted Value: 3 -> Square Error: 4
• True Value: 7, Predicted Value: 10 -> Square Error: 9
Predictive performance in regression
Predictive performance in regression
• Example:
• True Value: 5, Predicted Value: 3 -> Absolute Error: 2
• True Value: 7, Predicted Value: 10 -> Absolute Error: 3
• Mean Absolute Error: (3+2)/2
• Another way to measure error
• True Value: 5, Predicted Value: 3 -> Square Error: 4
• True Value: 7, Predicted Value: 10 -> Square Error: 9
• Mean Square Error: (9+4)/2
Predictive performance in regression
Predictive performance in regression
• Example:
• True Value: 5, Predicted Value: 3 -> Absolute Error: 2
• True Value: 7, Predicted Value: 10 -> Absolute Error: 3
• Mean Absolute Error: (3+2)/2
• Another way to measure error
• True Value: 5, Predicted Value: 3 -> Square Error: 4
• True Value: 7, Predicted Value: 10 -> Square Error: 9
• Mean Square Error: (9+4)/2
• Root Mean Square Error: root((9+4)/2)
Predictive performance in regression
Summary: How to Measure Regression
• In regression, you have to compare the number you get from
the AI with the correct number
• Lower difference is better
• Its called Root Mean Square Error (RMSE)
• Take the difference (Prediction – Right answer)
• Square it so that it is always positive (Prediction – Right Answer) *
(Prediction – Right Answer)
• Take the average (Mean)
• Take the square root
THANK YOU
https://aiclub.world
info@pyxeda.ai

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M1 regression metrics_middleschool

  • 3. How good a model is: Predictive performance • Predictive performance in Classification: Accuracy • Predictive performance in Regression ?
  • 4. How good a model is: Predictive performance • Predictive performance in Classification: Accuracy • Predictive performance in Regression ? • What can you use to tell you how good your regression AI is?
  • 5. Predictive performance in regression • Predictive performance in Classification: Accuracy • Predictive performance in Regression: • Calculate the error = (Predicted – True) If the correct value is 10 and AI predicted 11 Error = 11-10 = 1
  • 6. Predictive performance in regression • Predictive performance in Classification: Accuracy • Predictive performance in Regression: • Calculate the error = (Predicted – True) If the correct value is 10 and AI predicted 9 Error = ?
  • 7. Predictive performance in regression • Predictive performance in Classification: Accuracy • Predictive performance in Regression: • Calculate the error = (Predicted – True) If the correct value is 10 and AI predicted 9 Error = 9-10 = -1?
  • 8. Predictive performance in regression • Predictive performance in Classification: Accuracy • Predictive performance in Regression: • Calculate the error = (Predicted – True) If the correct value is 10 and AI predicted 9 Absolute Value Error = Absolute Value(-1) = 1
  • 9. Predictive performance in regression • Predictive performance in Classification: Accuracy • Predictive performance in Regression: • Calculate the error = (Predicted – True) In case of accuracy, if the AI got 6 correct answers out of 10, its accuracy = 60% Similarly, if the AI got errors of 1.2,5.1,2,3,6,1,4.3.. etc for 10 questions, what is the overall error?
  • 10. Predictive performance in regression • Predictive performance in Classification: Accuracy • Predictive performance in Regression: • Calculate the error = (Predicted – True) In case of accuracy, if the AI got 6 correct answers out of 10, its accuracy = 60% Similarly, if the AI got errors of 1.2,5.1,2,3,6,1,4.3.. etc for 10 questions, what is the overall error? Over all error is Average(1.2,5.1,2,3,4,1,4.3 …)
  • 11. Predictive performance in regression • Exercise: • True Value: 5, Predicted Value: 3 • True Value: 7, Predicted Value: 10 Predictive performance in regression
  • 12. Predictive performance in regression • Example: • True Value: 5, Predicted Value: 3 -> Error: 2 • True Value: 7, Predicted Value: 10 -> Error: -3 Predictive performance in regression
  • 13. Predictive performance in regression • Example: • True Value: 5, Predicted Value: 3 -> Absolute Error: 2 • True Value: 7, Predicted Value: 10 -> Absolute Error: 3 Predictive performance in regression
  • 14. Predictive performance in regression • Example: • True Value: 5, Predicted Value: 3 -> Absolute Error: 2 • True Value: 7, Predicted Value: 10 -> Absolute Error: 3 • Mean Absolute Error: (3+2)/2 Predictive performance in regression
  • 15. Predictive performance in regression • Example: • True Value: 5, Predicted Value: 3 -> Absolute Error: 2 • True Value: 7, Predicted Value: 10 -> Absolute Error: 3 • Mean Absolute Error: (3+2)/2 • Another way to measure error • True Value: 5, Predicted Value: 3 -> Square Error: 4 • True Value: 7, Predicted Value: 10 -> Square Error: 9 Predictive performance in regression
  • 16. Predictive performance in regression • Example: • True Value: 5, Predicted Value: 3 -> Absolute Error: 2 • True Value: 7, Predicted Value: 10 -> Absolute Error: 3 • Mean Absolute Error: (3+2)/2 • Another way to measure error • True Value: 5, Predicted Value: 3 -> Square Error: 4 • True Value: 7, Predicted Value: 10 -> Square Error: 9 • Mean Square Error: (9+4)/2 Predictive performance in regression
  • 17. Predictive performance in regression • Example: • True Value: 5, Predicted Value: 3 -> Absolute Error: 2 • True Value: 7, Predicted Value: 10 -> Absolute Error: 3 • Mean Absolute Error: (3+2)/2 • Another way to measure error • True Value: 5, Predicted Value: 3 -> Square Error: 4 • True Value: 7, Predicted Value: 10 -> Square Error: 9 • Mean Square Error: (9+4)/2 • Root Mean Square Error: root((9+4)/2) Predictive performance in regression
  • 18. Summary: How to Measure Regression • In regression, you have to compare the number you get from the AI with the correct number • Lower difference is better • Its called Root Mean Square Error (RMSE) • Take the difference (Prediction – Right answer) • Square it so that it is always positive (Prediction – Right Answer) * (Prediction – Right Answer) • Take the average (Mean) • Take the square root