A supervised model performance cheatsheet

Thursday 29 October 2009 at 08:59 am Whenever a prediction model is built, its performances must be estimated so as to grasp an idea of how accurate the model is. The fact is that many different measures have been proposed and used inconsistently, sometimes making it difficult to compare models. I have put together a list of the most common ones, along with their definition/equation to serve as a handy reminder, in the spirit of cheatsheets.

You can download it from here. Do not hesitate to email me any comment you might have about it.


P.S. the link was working from the front page only ; I have just corrected that (Thanks Kevin and Alex)