FYI it's quite common in brain imaging to use correlation of y_pred and y_test as metric and not MSE. It's for the same reasons Stylanos explains so I am inclined to say it could be a valuable contrib.
Alex On Mon, Sep 7, 2015 at 10:24 PM, Stylianos Kampakis <stylianos.kampa...@gmail.com> wrote: > Hi Andy, > > It is because it loses the useful interpretation it has for linear > regression. That is, it is no longer the variance explained by the model. It > is rather a measure that includes the MSE scaled by the variance. > > There might be some contexts where this might be useful. However, on one > hand we lose the a sense of the unit of measurement using this metric (which > not the case for example for metrics such as MAE). On the other hand, the > correlation between true and predicted values can be a quite simpler and > clearer measure to use (even though this can, of course, be a matter of > preference). The concordance correlation coefficient builds on top of that. > > 2015-09-07 20:38 GMT+01:00 Andy <t3k...@gmail.com>: >> >> On 09/07/2015 06:03 AM, Stylianos Kampakis wrote: >> > >> > The interpretation of R^2 is less useful for machine learning models. >> > For example, Weka omits it all together for regression models. A >> > useful alternative is to simply use the correlation between the true >> > and the predicted values. >> Can you explain this? >> Why do you think it is not useful? >> >> >> ------------------------------------------------------------------------------ >> _______________________________________________ >> Scikit-learn-general mailing list >> Scikit-learn-general@lists.sourceforge.net >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
