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mlpcvreport
http://forum.alglib.net/viewtopic.php?f=2&t=395
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Author:  scorelord [ Thu Jun 30, 2011 1:21 am ]
Post subject:  mlpcvreport

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!

Author:  Sergey.Bochkanov [ Mon Jul 04, 2011 8:02 pm ]
Post subject:  Re: mlpcvreport

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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