Regression error characteristic surfaces

12 years 5 months ago
Regression error characteristic surfaces
This paper presents a generalization of Regression Error Characteristic (REC) curves. REC curves describe the cumulative distribution function of the prediction error of models and can be seen as a generalization of ROC curves to regression problems. REC curves provide useful information for analyzing the performance of models, particularly when compared to error statistics like for instance the Mean Squared Error. In this paper we present Regression Error Characteristic (REC) surfaces that introduce a further degree of detail by plotting the cumulative distribution function of the errors across the distribution of the target variable, i.e. the joint cumulative distribution function of the errors and the target variable. This provides a more detailed analysis of the performance of models when compared to REC curves. This extra detail is particularly relevant in applications with non-uniform error costs, where it is important to study the performance of models for specific ranges of th...
Luís Torgo
Added 30 Nov 2009
Updated 30 Nov 2009
Type Conference
Year 2005
Where KDD
Authors Luís Torgo
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