SG++-Doxygen-Documentation
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Metric that quantifies the likelihood of a dataset given the density function. More...
#include <NegativeLogLikelihood.hpp>
Public Member Functions | |
Metric * | clone () const override |
Standard clone method. More... | |
double | measure (const DataVector &predictedValues, const DataVector &trueValues) const override |
Quantify the NLL of the predicted values (i.e. More... | |
Public Member Functions inherited from sgpp::datadriven::Metric | |
Metric ()=default | |
Default constructor. More... | |
Metric (const Metric &rhs)=default | |
Copy constructor. More... | |
Metric (Metric &&rhs)=default | |
Move constructor. More... | |
Metric & | operator= (const Metric &rhs)=default |
Copy assign operator. More... | |
Metric & | operator= (Metric &&rhs)=default |
Move assign operator. More... | |
virtual | ~Metric ()=default |
virtual destructor. More... | |
Metric that quantifies the likelihood of a dataset given the density function.
The smaller the negative log likelihood the better the fit
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overridevirtual |
Quantify the NLL of the predicted values (i.e.
adding the logs of the predicted values and ignorign the true values). Note that probabilities <= 0 are simply ignored (the model can provide those)
predictedValues | probabilites calculated by the model for testing data |
trueValues | ignored |
Implements sgpp::datadriven::Metric.
References sgpp::base::DataVector::get(), python.statsfileInfo::i, and analyse_erg::tmp.