Tagged Questions

2
votes
1answer
62 views

What is the best way to compute classifier performance metrics given a confusion matrix?

Let's say I compute a confusion matrix, in the sense defined here: http://www.gabormelli.com/RKB/Confusion_Matrix I could easily compute the number of True Negatives (TN), True Positives (TP), False ...
3
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1answer
147 views

Name of mean absolute error analogue to Brier score?

Yesterday's question Determine accuracy of model which estimates probability of event got me curious about probability scoring. The Brier score $$\frac{1}{N}\sum\limits _{i=1}^{N}(prediction_i - ...
2
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0answers
79 views

Validation of data partitioning

I've some numerical sequence of data monitored over time $v(i)$, which belongs to one of two classes, 0 or 1. I monitor the variable several times, obtaining a sequence associated to 0 or 1. I use ...