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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).
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In statistics, the negativelogpredictivedensity (NLPD) is a measure of error between a model's predictions and associated true values. A smaller value...
Maximum Likelihood (CNML) predictive distribution, from information theoretic considerations. The accuracy of a predictive distribution may be measured...
and the log-likelihood is the "weight of evidence". Interpreting negativelog-probability as information content or surprisal, the support (log-likelihood)...
institution in Pakistan that promotes the use of the Urdu language. Negativelogpredictivedensity, a method for assessing the quality of predictions by machine...
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 (...
regression model is sometimes known as a log-linear model, especially when used to model contingency tables. Negative binomial regression is a popular generalization...
C method has negativepredictive power, simply reversing its decisions leads to a new predictive method C′ which has positive predictive power. When the...
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...
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...
to a binary one, the resultant positive or negativepredictive value is generally higher than the predictive value given directly from the continuous value...
In probability theory and statistics, the negative binomial distribution is a discrete probability distribution that models the number of failures in a...
positive predictive value, the true positive rate, the true negative rate, the negativepredictive value, the false discovery rate, the false negative rate...
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}}...
physical systems minimise a quantity known as surprisal (which is just the negativelog probability of some outcome); or equivalently, its variational upper...
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...
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...
of a finite terminating Markov chain. The extended negative binomial distribution The generalized log-series distribution The Gauss–Kuzmin distribution...
the probability density function (PDF). Curve fitting Density estimation Mixture distribution Product distribution Left (negatively) skewed frequency...
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),...
Indurkhya, Nitin; Zhang, Tong; Damerau, Fred J. (2005). Text Mining: Predictive Methods for Analyzing Unstructured Information. Springer. ISBN 978-0387954332...
calculation. The negative sampling method, on the other hand, approaches the maximization problem by minimizing the log-likelihood of sampled negative instances...