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io.citrine.lolo.validation

StatisticalValidation

object StatisticalValidation

Methods that draw data from a distribution and compute predicted-vs-actual data

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  9. def generativeValidation[T](source: Iterable[(Vector[Any], T)], learner: Learner, nTrain: Int, nTest: Int, nRound: Int): Iterator[(PredictionResult[T], Seq[T])]

    Generate predicted-vs-actual data given a source of ground truth data and a learner

    Generate predicted-vs-actual data given a source of ground truth data and a learner

    Each predicted-vs-actual set (i.e. item in the returned iterable) comes from:

    • Drawing nTrain points from the source iterator
    • Training the learner on those nTrain points
    • Drawing nTest more points to form a test set
    • Applying the model to the test set inputs, and zipping with the test set ground truth responses which is repeated nRound times
    T

    type of the model

    source

    of the training and test data

    learner

    to validate

    nTrain

    size of each training set

    nTest

    size of each test set

    nRound

    number of train/test sets to draw and evaluate

    returns

    predicted-vs-actual data that can be fed into a metric or visualization

  10. def generativeValidation[T](source: Iterator[(Vector[Any], T)], learner: Learner, nTrain: Int, nTest: Int, nRound: Int): Iterator[(PredictionResult[T], Seq[T])]

    Generate predicted-vs-actual data given a source of ground truth data and a learner

    Generate predicted-vs-actual data given a source of ground truth data and a learner

    Each predicted-vs-actual set (i.e. item in the returned iterable) comes from:

    • Drawing nTrain points from the source iterator
    • Training the learner on those nTrain points
    • Drawing nTest more points to form a test set
    • Applying the model to the test set inputs, and zipping with the test set ground truth responses which is repeated nRound times
    T

    type of the model

    source

    of the training and test data

    learner

    to validate

    nTrain

    size of each training set

    nTest

    size of each test set

    nRound

    number of train/test sets to draw and evaluate

    returns

    predicted-vs-actual data that can be fed into a metric or visualization

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