Precision and Recall for Regression

• Type: Article in International Conference Proceedings Book
• Date: 2009

Authors

Luis Torgo (Author) FCUP; Rita Ribeiro (Author) Other

Conference proceedings International

Title: Discovery Science

Pages: 332-346

Indexing

ISI Web of Knowledge - 47 Citations

Scopus - 53 Citations

Scientific classification

FOS: Natural sciences > Computer and information sciences

Other information

Authenticus ID: P-003-PP1

DOI: 10.1007/978-3-642-04747-3_26

Abstract (EN): Cost sensitive prediction is a key task in many real world applications. Most existing research in this area deals with classification problems. This paper addresses a related regression problem: the prediction of rare extreme values of a continuous variable. These values are often regarded as outliers and removed from posterior analysis. However, for many applications (e.g. in finance, meteorology, biology, etc.) these are the key values that we want to accurately predict. Any learning method obtains models by optimizing some preference criteria. In this paper we propose new evaluation criteria that are more adequate for these applications. We describe a generalization for regression of the concepts of precision and recall often used in classification. Using these new evaluation metrics we are able to focus the evaluation of predictive models on the cases that really matter for these applications. Our experiments indicate the advantages of the use of these new measures when comparing predictive models in the context of our target applications.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 15