[jira] [Updated] (MADLIB-907) Prediction Metrics

["Frank McQuillan (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MADLIB-907?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Frank McQuillan updated MADLIB-907:
-----------------------------------
    Fix Version/s:     (was: v1.9)
                   v1.9.1

> Prediction Metrics
> ------------------
>
>                 Key: MADLIB-907
>                 URL: https://issues.apache.org/jira/browse/MADLIB-907
>             Project: Apache MADlib
>          Issue Type: New Feature
>          Components: Module: Utilities
>            Reporter: Frank McQuillan
>             Fix For: v1.9.1
>
>
> Story
> As a data scientist, I want to compute prediction metrics on my data, so that I can gauge model accuracy based on predicted values vs. actual values.
> Proposed prediction metrics to support:
>  	mf_mae
>  	Mean Absolute Error. 
>  
>  	mf_mape
>  	Mean Absolute Percentage Error. 
>  
>  	mf_mpe
>  	Mean Percentage Error. 
>  
>  	mf_rmse
>  	Root Mean Square Error. 
>  
>  	mf_r2
>  	R-squared. 
>  
>  	mf_adjusted_r2
>  	Adjusted R-squared. 
>  
>  	mf_binary_classifier
>  	Metrics for binary classification. 
>  
>  	mf_auc
>  	Area under the ROC curve (in binary classification). 
>  
>  	mf_confusion_matrix
>  	Confusion matrix for a multi-class classifier. 



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