Correlation between label and prediction?
Fred12
New Altair Community Member
hi,
in the performance(Classification) operator, correlation is defined as correlation between the label and the prediction, but how is this calculated? with which informaion criteria? I dont understand the results...
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Answers
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I think its standard pearson correlation with by using the integer mapping of the classes.
~Martin
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Hi,
Just looked up the Java doc and here is what it says: Computes the empirical corelation coefficient 'r' between label and prediction. For
P=prediction, L=label, V=Variance, Cov=Covariance
we calculate r by:Cov(L,P) / sqrt(V(L)*V(P))
So it is the Pearson correlation between the label and the prediction. Judging from a quick check of the source code itself this description is accurate.
Cheers,
Ingo
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