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Surely I'm not the first person trying to do this, but can't find a good answer (probably because I'm not searching with the right terms).

I have a problem with 10 balanced classes (0-9) where the error is less important the closer the predicted class is to the actual class (e.g. if true class is 2, I'd rather classify it as 3 than as 8). Essentially, I'd like the confussion matrix to be as centered on the diagonal as possible.

Confussion matrix

Is there a specific metric/technique that is used in these cases? If so, is it implemented in sklearn or similar?

Thanks!

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  • $\begingroup$ Is your variable ordinal like low/medium/high? (A movie-style “star rating” counts as ordinal.) $\endgroup$ – Dave Feb 10 at 11:28
  • $\begingroup$ Yes it is. It's a product quality index (0 would be worst quality, 9 would be best quality). $\endgroup$ – RR_28023 Feb 10 at 11:32
  • $\begingroup$ There are specific methods for doing ordinal regression, since, as you’ve noticed, ordinal variables are kind of a hybrid of numerical and categorical. $\endgroup$ – Dave Feb 10 at 11:38
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Would the root mean squared error work? You give more penalty to classes predicted far from the truth. E.g.

rmse <- function(predicted, true) {
    sqrt(sum((predicted - true)^2) / length(predicted))
}

rmse(c(1,1,2,2,3,3), c(1,1,2,2,4,4))
[1] 0.577

rmse(c(1,1,2,2,4,5), c(1,1,2,2,4,4))
[1] 0.408
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