BenchMetrics Prob:对二进制分类问题的概率错误/损失性能评估工具进行基准测试
1Pointr, Ankara, Turkey.
概括
这项研究评估了二进制分类的概率性性能指标,发现平均绝对误差 (MAE) 在一般使用中最强大,而根平均平方误差 (RMSE) 在大错误最重要时最好. 避免使用不太可靠的指标,如LogLoss和MAPE.
科学领域:
- 机器学习 机器学习
- 统计建模 统计建模
- 计算机科学 计算机科学
背景情况:
- 在回归中常见的概率错误/损失指标越来越多地用于二进制分类.
- 现有的方法缺乏对其适用于分类任务的系统评估.
研究的目的:
- 系统地评估二进制分类性能评估的概率工具.
- 识别当前指标的弱点,并确定最强大的选择.
主要方法:
- 开发了一个两阶段的基准测试方法,BenchMetrics Prob.
- 该方法使用了五个标准和十四个模拟案例与合成数据集.
- 测试了31种仪器/仪器变体.
主要成果:
- 平均绝对误差 (MAE) 和根平均平方误差 (RMSE) 被确定为最强大的指标.
- 由于其可解释性和 [0, 1] 范围,MAE 建议用于一般用途.
- 当强调更大的错误时,RMSE是最好的.
结论:
- 研究人员应仔细选择可靠的概率指标来评估二进制分类的性能.
- 像LogLoss,MAPE,sMAPE和MRAE这样的指标表现出较低的稳定性,应该避免使用.
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