<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> <html> <head> <link rel="stylesheet" href="style.css" type="text/css"> <meta content="text/html; charset=iso-8859-1" http-equiv="Content-Type"> <link rel="Start" href="index.html"> <link rel="previous" href="Gpr_interfaces.Sigs.Eval.Trained.html"> <link rel="next" href="Gpr_interfaces.Sigs.Eval.Mean_predictor.html"> <link rel="Up" href="Gpr_interfaces.Sigs.Eval.html"> <link title="Index of types" rel=Appendix href="index_types.html"> <link title="Index of exceptions" rel=Appendix href="index_exceptions.html"> <link title="Index of values" rel=Appendix href="index_values.html"> <link title="Index of modules" rel=Appendix href="index_modules.html"> <link title="Index of module types" rel=Appendix href="index_module_types.html"> <link title="Gpr" rel="Chapter" href="Gpr.html"> <link title="Gpr_interfaces" rel="Chapter" href="Gpr_interfaces.html"> <link title="Gpr_utils" rel="Chapter" href="Gpr_utils.html"> <link 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href="type_Gpr_interfaces.Sigs.Eval.Stats.html">Gpr_interfaces.Sigs.Eval.Stats</a></h1> <pre><span class="keyword">module</span> Stats: <code class="code">sig</code> <a href="Gpr_interfaces.Sigs.Eval.Stats.html">..</a> <code class="code">end</code></pre><div class="info module top"> Statistics derived from trained models<br> </div> <hr width="100%"> <pre><code><span id="TYPEt"><span class="keyword">type</span> <code class="type"></code>t</span> = {</code></pre><table class="typetable"> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.n_samples">n_samples</span> : <code class="type">int</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Number of samples used for training<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.target_variance">target_variance</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Variance of targets<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.sse">sse</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Sum of squared errors<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.mse">mse</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Mean sum of squared errors<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.rmse">rmse</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Root mean sum of squared errors<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.smse">smse</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Standardized mean squared error<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.msll">msll</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Mean standardized log loss<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.mad">mad</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Mean absolute deviation<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr> <tr> <td align="left" valign="top" > <code> </code></td> <td align="left" valign="top" > <code><span id="TYPEELTt.maxad">maxad</span> : <code class="type">float</code>;</code></td> <td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" ><div class="info "> Maximum absolute deviation<br> </div> </td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td> </tr></table> } <div class="info "> Type of full statistics<br> </div> <pre><span id="VALcalc_n_samples"><span class="keyword">val</span> calc_n_samples</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> int</code></pre><div class="info "> <code class="code">calc_n_samples trained</code><br> <b>Returns</b> number of samples used for training <code class="code">trained</code>.<br> </div> <pre><span id="VALcalc_target_variance"><span class="keyword">val</span> calc_target_variance</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_target_variance trained</code><br> <b>Returns</b> variance of targets used for training <code class="code">trained</code>.<br> </div> <pre><span id="VALcalc_sse"><span class="keyword">val</span> calc_sse</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_sse trained</code><br> <b>Returns</b> the sum of squared errors of the <code class="code">trained</code> model.<br> </div> <pre><span id="VALcalc_mse"><span class="keyword">val</span> calc_mse</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_mse trained</code><br> <b>Returns</b> the mean sum of squared errors of the <code class="code">trained</code> model.<br> </div> <pre><span id="VALcalc_rmse"><span class="keyword">val</span> calc_rmse</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_sse trained</code><br> <b>Returns</b> the root of the mean sum of squared errors of the <code class="code">trained</code> model.<br> </div> <pre><span id="VALcalc_smse"><span class="keyword">val</span> calc_smse</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_smse trained</code><br> <b>Returns</b> the standardized mean squared error of the <code class="code">trained</code> model. This is equivalent to the mean squared error divided by the target variance.<br> </div> <pre><span id="VALcalc_msll"><span class="keyword">val</span> calc_msll</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_msll trained</code><br> <b>Returns</b> the mean standardized log loss. This is equivalent to subtracting the log evidence of the trained model from the log evidence of a normal distribution fit to the targets, and dividing the result by the number of samples.<br> </div> <pre><span id="VALcalc_mad"><span class="keyword">val</span> calc_mad</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_mad trained</code><br> <b>Returns</b> the mean absolute deviation of the <code class="code">trained</code> model.<br> </div> <pre><span id="VALcalc_maxad"><span class="keyword">val</span> calc_maxad</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> float</code></pre><div class="info "> <code class="code">calc_mad trained</code><br> <b>Returns</b> the maximum absolute deviation of the <code class="code">trained</code> model.<br> </div> <pre><span id="VALcalc"><span class="keyword">val</span> calc</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Trained.html#TYPEt">Gpr_interfaces.Sigs.Eval.Trained.t</a> -> <a href="Gpr_interfaces.Sigs.Eval.Stats.html#TYPEt">t</a></code></pre><div class="info "> <code class="code">calc trained</code><br> <b>Returns</b> the full set of statistics associated with the <code class="code">trained</code> model.<br> </div> </body></html>