Global Information Lookup Global Information

Negative log predictive density information


In statistics, the negative log predictive density (NLPD) is a measure of error between a model's predictions and associated true values. A smaller value is better. Importantly the NLPD assesses the quality of the model's uncertainty quantification. It is used for both regression and classification.

To compute: (1) find the probabilities given by the model to the true labels. (2) find the negative log of this product. (we actually find the negative of the sum of the logs, for numerical reasons).

and 26 Related for: Negative log predictive density information

Request time (Page generated in 0.8574 seconds.)

Negative log predictive density

Last Update:

In statistics, the negative log predictive density (NLPD) is a measure of error between a model's predictions and associated true values. A smaller value...

Word Count : 501

Exponential distribution

Last Update:

Maximum Likelihood (CNML) predictive distribution, from information theoretic considerations. The accuracy of a predictive distribution may be measured...

Word Count : 6567

Likelihood function

Last Update:

and the log-likelihood is the "weight of evidence". Interpreting negative log-probability as information content or surprisal, the support (log-likelihood)...

Word Count : 8542

NLPD

Last Update:

institution in Pakistan that promotes the use of the Urdu language. Negative log predictive density, a method for assessing the quality of predictions by machine...

Word Count : 70

Scoring rule

Last Update:

to a negative sign in the linear transformation between them. The Hyvärinen scoring function (of a density p) is defined by s ( p ) = 2 Δ y log ⁡ p (...

Word Count : 5422

Poisson regression

Last Update:

regression model is sometimes known as a log-linear model, especially when used to model contingency tables. Negative binomial regression is a popular generalization...

Word Count : 2744

Receiver operating characteristic

Last Update:

C method has negative predictive power, simply reversing its decisions leads to a new predictive method C′ which has positive predictive power. When the...

Word Count : 7952

Generalized linear model

Last Update:

exponential-response model (or log-linear model, since the logarithm of the response is predicted to vary linearly). Similarly, a model that predicts a probability of...

Word Count : 4224

Gumbel distribution

Last Update:

reflected Gumbel density, restricted to the positive half-line. If X is an exponentially distributed variable with mean 1, then −log(X) has a standard...

Word Count : 2274

Binary classification

Last Update:

to a binary one, the resultant positive or negative predictive value is generally higher than the predictive value given directly from the continuous value...

Word Count : 1349

Negative binomial distribution

Last Update:

In probability theory and statistics, the negative binomial distribution is a discrete probability distribution that models the number of failures in a...

Word Count : 8513

Exponential family

Last Update:

skew-logistic distribution). The density can be rewritten as e − x 1 + e − x exp ⁡ ( − θ log ⁡ ( 1 + e − x ) + log ⁡ ( θ ) ) {\displaystyle {\frac...

Word Count : 11100

Phi coefficient

Last Update:

positive predictive value, the true positive rate, the true negative rate, the negative predictive value, the false discovery rate, the false negative rate...

Word Count : 3689

Logarithm

Last Update:

formula: log b ⁡ x = log 10 ⁡ x log 10 ⁡ b = log e ⁡ x log e ⁡ b . {\displaystyle \log _{b}x={\frac {\log _{10}x}{\log _{10}b}}={\frac {\log _{e}x}{\log _{e}b}}...

Word Count : 11523

List of statistics articles

Last Update:

Prediction interval Predictive analytics Predictive inference Predictive informatics Predictive intake modelling Predictive modelling Predictive validity Preference...

Word Count : 8280

Free energy principle

Last Update:

physical systems minimise a quantity known as surprisal (which is just the negative log probability of some outcome); or equivalently, its variational upper...

Word Count : 6256

Logistic regression

Last Update:

the logistic model (or logit model) is a statistical model that models the log-odds of an event as a linear combination of one or more independent variables...

Word Count : 20596

Weibull distribution

Last Update:

null slope at x = 0 if k > 2. For k = 1 the density has a finite negative slope at x = 0. For k = 2 the density has a finite positive slope at x = 0. As...

Word Count : 5642

Quantum entanglement

Last Update:

eigenvectors, but the eigenvalues log 2 ⁡ ( λ 1 ) , ⋯ , log 2 ⁡ ( λ n ) {\displaystyle \log _{2}(\lambda _{1}),\cdots ,\log _{2}(\lambda _{n})} . The Shannon...

Word Count : 12919

Gamma distribution

Last Update:

log ⁡ 2 + ( k − 1 ) ( γ − 2 Ei ⁡ ( − log ⁡ 2 ) − loglog ⁡ 2 ) {\displaystyle \nu (k)\geq \log 2+(k-1)(\gamma -2\operatorname {Ei} (-\log 2)-\log \log...

Word Count : 8713

List of probability distributions

Last Update:

of a finite terminating Markov chain. The extended negative binomial distribution The generalized log-series distribution The Gauss–Kuzmin distribution...

Word Count : 2609

Probability distribution fitting

Last Update:

the probability density function (PDF). Curve fitting Density estimation Mixture distribution Product distribution Left (negatively) skewed frequency...

Word Count : 1911

Survival analysis

Last Update:

caution for small sample sizes. Kaplan–Meier curves and log-rank tests are most useful when the predictor variable is categorical (e.g., drug vs. placebo),...

Word Count : 6797

Cluster analysis

Last Update:

Indurkhya, Nitin; Zhang, Tong; Damerau, Fred J. (2005). Text Mining: Predictive Methods for Analyzing Unstructured Information. Springer. ISBN 978-0387954332...

Word Count : 8803

Word2vec

Last Update:

calculation. The negative sampling method, on the other hand, approaches the maximization problem by minimizing the log-likelihood of sampled negative instances...

Word Count : 3654

Additive white Gaussian noise

Last Update:

; Y ) ≤ 1 2 log ⁡ ( 2 π e ( P + N ) ) − 1 2 log ⁡ ( 2 π e N ) {\displaystyle I(X;Y)\leq {\frac {1}{2}}\log(2\pi e(P+N))-{\frac {1}{2}}\log(2\pi eN)\,\...

Word Count : 2962

PDF Search Engine © AllGlobal.net