Repository: incubator-systemml Updated Branches: refs/heads/gh-pages 4ca421013 -> a32c37b33
[SYSTEMML-1455] Change the term PLAIN_R2 to R2 Closes #500. Project: http://git-wip-us.apache.org/repos/asf/incubator-systemml/repo Commit: http://git-wip-us.apache.org/repos/asf/incubator-systemml/commit/a32c37b3 Tree: http://git-wip-us.apache.org/repos/asf/incubator-systemml/tree/a32c37b3 Diff: http://git-wip-us.apache.org/repos/asf/incubator-systemml/diff/a32c37b3 Branch: refs/heads/gh-pages Commit: a32c37b335ef8d9f4f22c146a0320ee0dac615c8 Parents: 4ca4210 Author: krishnakalyan3 <krishnakaly...@gmail.com> Authored: Fri May 19 14:01:07 2017 -0700 Committer: Deron Eriksson <de...@us.ibm.com> Committed: Fri May 19 14:01:07 2017 -0700 ---------------------------------------------------------------------- algorithms-regression.md | 16 ++++++++-------- hadoop-batch-mode.md | 10 +++++----- standalone-guide.md | 10 +++++----- 3 files changed, 18 insertions(+), 18 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/incubator-systemml/blob/a32c37b3/algorithms-regression.md ---------------------------------------------------------------------- diff --git a/algorithms-regression.md b/algorithms-regression.md index 494693c..22c6959 100644 --- a/algorithms-regression.md +++ b/algorithms-regression.md @@ -346,11 +346,11 @@ pair per each line. | AVG\_RES\_Y | Average of the residual $Y - \mathop{\mathrm{pred}}(Y \mid X)$, i.e. residual bias | STDEV\_RES\_Y | Standard Deviation of the residual $Y - \mathop{\mathrm{pred}}(Y \mid X)$ | DISPERSION | GLM-style dispersion, i.e. residual sum of squares / \#deg. fr. -| PLAIN\_R2 | Plain $R^2$ of residual with bias included vs. total average +| R2 | $R^2$ of residual with bias included vs. total average | ADJUSTED\_R2 | Adjusted $R^2$ of residual with bias included vs. total average -| PLAIN\_R2\_NOBIAS | Plain $R^2$ of residual with bias subtracted vs. total average +| R2\_NOBIAS | Plain $R^2$ of residual with bias subtracted vs. total average | ADJUSTED\_R2\_NOBIAS | Adjusted $R^2$ of residual with bias subtracted vs. total average -| PLAIN\_R2\_VS\_0 | * Plain $R^2$ of residual with bias included vs. zero constant +| R2\_VS\_0 | * $R^2$ of residual with bias included vs. zero constant | ADJUSTED\_R2\_VS\_0 | * Adjusted $R^2$ of residual with bias included vs. zero constant \* The last two statistics are only printed if there is no intercept (`icpt=0`) @@ -471,7 +471,7 @@ $n\,{-}\,m\,{-}\,1$ is positive and the regularization constant $\lambda$ is negligible or zero. The formulas for $\sigma$ and $R^2$Â are: -$$R^2_{\textrm{plain}} = 1 - \frac{\mathrm{RSS}}{\mathrm{TSS}},\quad +$$R^2 = 1 - \frac{\mathrm{RSS}}{\mathrm{TSS}},\quad \sigma \,=\, \sqrt{\frac{\mathrm{RSS}}{n - m - 1}},\quad R^2_{\textrm{adj.}} = 1 - \frac{\sigma^2 (n-1)}{\mathrm{TSS}}$$ @@ -1881,9 +1881,9 @@ statistic; | AVG\_RES\_Y | + | | $Y$-column residual average of $Y - pred. mean(Y\\|X)$ | | STDEV\_RES\_Y | + | | $Y$-column residual st. dev. of $Y - pred. mean(Y\\|X)$ | | PRED\_STDEV\_RES | + | + | Model-predicted $Y$-column residual st. deviation| -| PLAIN\_R2 | + | | Plain $R^2$ of $Y$-column residual with bias included | +| R2 | + | | $R^2$ of $Y$-column residual with bias included | | ADJUSTED\_R2 | + | | Adjusted $R^2$ of $Y$-column residual w. bias included | -| PLAIN\_R2\_NOBIAS | + | | Plain $R^2$ of $Y$-column residual, bias subtracted | +| R2\_NOBIAS | + | | $R^2$ of $Y$-column residual, bias subtracted | | ADJUSTED\_R2\_NOBIAS | + | | Adjusted $R^2$ of $Y$-column residual, bias subtracted | * * * @@ -2114,7 +2114,7 @@ $m$Â with the intercept or $m+1$ without the intercept. | Statistic | Formula | | --------------------- | ------------- | -| $\texttt{PLAIN_R2}_j$ | $$ \displaystyle 1 - \frac{\sum\limits_{i=1}^n \,(y_{i,j} - \mu_{i,j})^2}{\sum\limits_{i=1}^n \Big(y_{i,j} - \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n y_{i',j} \Big)^{2}} $$ +| $\texttt{R2}_j$ | $$ \displaystyle 1 - \frac{\sum\limits_{i=1}^n \,(y_{i,j} - \mu_{i,j})^2}{\sum\limits_{i=1}^n \Big(y_{i,j} - \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n y_{i',j} \Big)^{2}} $$ | $\texttt{ADJUSTED_R2}_j$ | $$ \displaystyle 1 - {\textstyle\frac{N_{\mathstrut} - 1}{N^{\mathstrut} - m}} \, \frac{\sum\limits_{i=1}^n \,(y_{i,j} - \mu_{i,j})^2}{\sum\limits_{i=1}^n \Big(y_{i,j} - \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n y_{i',j} \Big)^{2}} $$ @@ -2125,7 +2125,7 @@ $m$Â with the intercept or $m+1$ without the intercept. | Statistic | Formula | | --------------------- | ------------- | -| $\texttt{PLAIN_R2_NOBIAS}_j$ | $$ \displaystyle 1 - \frac{\sum\limits_{i=1}^n \Big(y_{i,j} \,{-}\, \mu_{i,j} \,{-}\, \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n (y_{i',j} \,{-}\, \mu_{i',j}) \Big)^{2}}{\sum\limits_{i=1}^n \Big(y_{i,j} - \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n y_{i',j} \Big)^{2}} $$ +| $\texttt{R2_NOBIAS}_j$ | $$ \displaystyle 1 - \frac{\sum\limits_{i=1}^n \Big(y_{i,j} \,{-}\, \mu_{i,j} \,{-}\, \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n (y_{i',j} \,{-}\, \mu_{i',j}) \Big)^{2}}{\sum\limits_{i=1}^n \Big(y_{i,j} - \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n y_{i',j} \Big)^{2}} $$ | $\texttt{ADJUSTED_R2_NOBIAS}_j$ | $$ \displaystyle 1 - {\textstyle\frac{N_{\mathstrut} - 1}{N^{\mathstrut} - m'}} \, \frac{\sum\limits_{i=1}^n \Big(y_{i,j} \,{-}\, \mu_{i,j} \,{-}\, \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n (y_{i',j} \,{-}\, \mu_{i',j}) \Big)^{2}}{\sum\limits_{i=1}^n \Big(y_{i,j} - \frac{N_{i\mathstrut}}{N^{\mathstrut}} \sum\limits_{i'=1}^n y_{i',j} \Big)^{2}} $$ http://git-wip-us.apache.org/repos/asf/incubator-systemml/blob/a32c37b3/hadoop-batch-mode.md ---------------------------------------------------------------------- diff --git a/hadoop-batch-mode.md b/hadoop-batch-mode.md index 3af7c0c..37df064 100644 --- a/hadoop-batch-mode.md +++ b/hadoop-batch-mode.md @@ -760,11 +760,11 @@ Let's go ahead and run the SystemML example from the GitHub README. AVG_RES_Y,1.5905895170230406E-10 STDEV_RES_Y,2.0668015575844624E-8 DISPERSION,4.262683023432828E-16 - PLAIN_R2,1.0 + R2,1.0 ADJUSTED_R2,1.0 - PLAIN_R2_NOBIAS,1.0 + R2_NOBIAS,1.0 ADJUSTED_R2_NOBIAS,1.0 - PLAIN_R2_VS_0,1.0 + R2_VS_0,1.0 ADJUSTED_R2_VS_0,1.0 Writing the output matrix... END LINEAR REGRESSION SCRIPT @@ -795,9 +795,9 @@ Let's go ahead and run the SystemML example from the GitHub README. AVG_RES_Y,1,,2.5577864570734575E-10 STDEV_RES_Y,1,,2.390848397359923E-8 PRED_STDEV_RES,1,TRUE,1.0 - PLAIN_R2,1,,1.0 + R2,1,,1.0 ADJUSTED_R2,1,,1.0 - PLAIN_R2_NOBIAS,1,,1.0 + R2_NOBIAS,1,,1.0 ADJUSTED_R2_NOBIAS,1,,1.0 15/11/17 15:51:17 INFO api.DMLScript: SystemML Statistics: Total execution time: 0.269 sec. http://git-wip-us.apache.org/repos/asf/incubator-systemml/blob/a32c37b3/standalone-guide.md ---------------------------------------------------------------------- diff --git a/standalone-guide.md b/standalone-guide.md index 586e56e..a2a95d4 100644 --- a/standalone-guide.md +++ b/standalone-guide.md @@ -527,11 +527,11 @@ The LinearRegDS.dml script generates statistics to standard output similar to th AVG_RES_Y,-3.3127468704080085E-10 STDEV_RES_Y,1.7231785003947183E-8 DISPERSION,2.963950542926297E-16 - PLAIN_R2,1.0 + R2,1.0 ADJUSTED_R2,1.0 - PLAIN_R2_NOBIAS,1.0 + R2_NOBIAS,1.0 ADJUSTED_R2_NOBIAS,1.0 - PLAIN_R2_VS_0,1.0 + R2_VS_0,1.0 ADJUSTED_R2_VS_0,1.0 Writing the output matrix... END LINEAR REGRESSION SCRIPT @@ -572,9 +572,9 @@ This generates statistics similar to the following to standard output. AVG_RES_Y,1,,-4.1450397073455047E-10 STDEV_RES_Y,1,,2.0519206226041048E-8 PRED_STDEV_RES,1,TRUE,1.0 - PLAIN_R2,1,,1.0 + R2,1,,1.0 ADJUSTED_R2,1,,1.0 - PLAIN_R2_NOBIAS,1,,1.0 + R2_NOBIAS,1,,1.0 ADJUSTED_R2_NOBIAS,1,,1.0
