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 Post subject: mlpcvreport
PostPosted: Thu Jun 30, 2011 1:21 am 
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Joined: Fri Feb 11, 2011 12:31 am
Posts: 5
Hi, I'm trying to determine the generalization error of different neural networks in the excellent ALGLIB library on a set of training data. Alglib includes handy functions that perform cross-validation and return a mlpcvreport object containing the generalization error or at least a set of numbers. My question relates to what error is represented by each variable contained in the object:
Code:

double relclserror; //?????
double avgce; //??????
double rmserror; //probably is root mean square error
double avgerror; //probably is average error
double avgrelerror; //probably is average relative error

I've included my guesses above. The first two especially are a mystery to me.

Thanks!


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 Post subject: Re: mlpcvreport
PostPosted: Mon Jul 04, 2011 8:02 pm 
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Joined: Fri May 07, 2010 7:06 am
Posts: 922
relclserror is a relative classification error - number of incorrectly classified cases divided by total number of cases.

avgce is average cross-entropy (measured in bits per sample, see Wikipedia for more information about cross-entropy)

other guesses are correct :)


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