Scoring metrics for model evaluation. More...

#include "losses/loss.h"
#include <Eigen/Core>
#include <memory>

Include dependency graph for score.h:

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Classes
class	slope::Score
	Base class for scoring metrics used in regularized generalized linear regression. More...

class	slope::MinimizeScore
	Scoring metric that aims to minimize the score value. More...

class	slope::MaximizeScore
	Scoring metric that aims to maximize the score value. More...

class	slope::MSE
	Mean Squared Error (MSE) scoring metric. More...

class	slope::MAE
	Mean Absolute Error (MAE) scoring metric. More...

class	slope::Accuracy
	Classification Accuracy scoring metric. More...

class	slope::MisClass
	Misclassification Rate scoring metric. More...

class	slope::Deviance
	Deviance scoring metric. More...

class	slope::AUC
	Area Under the ROC Curve (AUC-ROC) scoring metric. More...

Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
double	slope::binaryRocAuc (const Eigen::VectorXd &scores, const Eigen::VectorXd &labels)

double	slope::rocAuc (const Eigen::MatrixXd &scores, const Eigen::MatrixXd &labels)

Detailed Description

Scoring metrics for model evaluation.

Definition in file score.h.

Classes