Pearson correlation between y_true and y_pred is also a standard evaluation metric in genomic selection. In a sense, it can be seen as a ranking measure since y_true and y_pred don't need to be equal: they only need to be collinear to achieve perfect correlation.
+1 for adding pearson_correlation_score Mathieu On Tue, Sep 8, 2015 at 9:16 AM, Alexandre Gramfort < alexandre.gramf...@m4x.org> wrote: > 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 >
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