--- title: "About evaluation metrics" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{About evaluation metrics} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ## Root Mean Square Error (RMSE) RMSE measures the average deviation between predicted values and actual values. It is calculated as follows: \[ \text{RMSE} = \sqrt{\frac{1}{n}\sum_{i=1}^{n}(y_i - \hat{y}_i)^2} \] ## R-squared (R²) R² measures the proportion of the variance in the dependent variable that is predictable from the independent variable(s). It is calculated as follows: \[ R^2 = 1 - \frac{\sum_{i=1}^{n}(y_i - \hat{y}_i)^2}{\sum_{i=1}^{n}(y_i - \bar{y})^2} \] ## Precision-Recall Area Under Curve (PR-AUC) PR-AUC measures the area under the precision-recall curve. It is often used in binary classification tasks where the class distribution is imbalanced. ## Performance Ratio performance ratio is calculated as the ratio of PR-AUC to the PR-AUC of a random classifier (`pr_randm_AUC`). It provides a measure of how well the model performs compared to a random baseline. \[ performanceRatio = \frac{PR_{AUC}}{PR_{randomAUC}} \] ## Receiver Operating Characteristic Area Under Curve (ROC AUC) ROC AUC measures the area under the receiver operating characteristic curve. It evaluates the classifier's ability to distinguish between classes. ## Confusion Matrix | | Predicted Negative | Predicted Positive | |:---------------:|:------------------:|:------------------:| | Actual Negative | TN | FP | | Actual Positive | FN | TP | ## Accuracy Accuracy measures the proportion of correct predictions out of the total predictions made by the model. It is calculated as follows: \[ \text{Accuracy} = \frac{\text{TP} + \text{TN}}{\text{TP} + \text{TN} + \text{FP} + \text{FN}} \] ## Specificity Specificity measures the proportion of true negatives out of all actual negatives. It is calculated as follows: \[ \text{Specificity} = \frac{\text{TN}}{\text{TN} + \text{FP}} \] ## Recall (Sensitivity) Recall, also known as sensitivity, measures the proportion of true positives out of all actual positives. It indicates the model's ability to correctly identify positive instances. \[ \text{Recall} = \text{Sensitivity} = \frac{\text{TP}}{\text{TP} + \text{FN}} \] ## Precision Precision measures the proportion of true positives out of all predicted positives. It indicates the model's ability to avoid false positives. \[ \text{Precision} = \frac{\text{TP}}{\text{TP} + \text{FP}} \]