Loss metrics

Module that contains commonly used loss-functions in machine learning. The following functions are defined:

scripts.metrics._loss.ae(y, p)

Absolute error.

Absolute error can be defined as follows:

\[\sum_i^n abs(y_i - p_i)\]

where \(n\) is the number of provided records.

Parameters
  • y (ndarray) – One dimensional array with ground truth values.

  • p (ndarray) – One dimensional array with predicted values.

Returns

Absolute error as desribed above.

Return type

float

scripts.metrics._loss.cross_entropy(y, p)

Cross-entropy is a measure of the difference between two probability distributions for a given random variable or set of events. (source)

Parameters
  • y (ndarray) – One dimensional array with ground truth values.

  • p (ndarray) – One dimensional array with predicted values.

Returns

Cross entropy score.

Return type

float

scripts.metrics._loss.se(y, p)

Squared error.

Sqaured error can be defined as follows:

\[\sum_i^n (y_i - p_i)^2\]

where \(n\) is the number of provided records.

Parameters
  • y (ndarray) – One dimensional array with ground truth values.

  • p (ndarray) – One dimensional array with predicted values.

Returns

Squared error as desribed above.

Return type

float

Notes

Usually used for regression problems.

scripts.metrics._loss.zero_one_loss(y, p)

Number of incorrectly classified records.

Parameters
  • y (ndarray) – One dimensional array with ground truth values.

  • p (ndarray) – One dimensional array with predicted values.

Returns

Number of misclassified records.

Return type

int