deviance_gamma

Strictly positive observed values.

actual

Strictly positive predicted values.

predicted

Further arguments passed to <code>weighted_mean</code>.

Weighted average of (unscaled) unit Gamma deviance, see e.g. the reference below. Special case of Tweedie deviance with Tweedie parameter 2. The smaller the deviance, the better.

Provides weighted versions of several metrics, scoring
functions and performance measures used in machine learning, including
average unit deviances of the Bernoulli, Tweedie, Poisson, and Gamma
distributions, see Jorgensen B. (1997, ISBN: 978-0412997112). The
package also contains a weighted version of generalized R-squared, see
e.g. Cohen, J. et al. (2002, ISBN: 978-0805822236). Furthermore,
'dplyr' chains are supported.

Michael Mayer

MetricsWeighted

Weighted Metrics, Scoring Functions and Performance Measures for
Machine Learning

Christian Lorentzen

deviance_gamma function

<dl><dt>actual</dt>
<dd>Strictly positive observed values.</dd>
<dt>predicted</dt>
<dd>Strictly positive predicted values.</dd>
<dt>w</dt>
<dd>Optional case weights.</dd>
<dt>...</dt>
<dd>Further arguments passed to <code>weighted_mean</code>.</dd></dl>

Arguments

Gamma Deviance — deviance_gamma

<dl>

<dt>actual</dt>
<dd>Strictly positive observed values.</dd>


<dt>predicted</dt>
<dd>Strictly positive predicted values.</dd>


<dt>w</dt>
<dd>Optional case weights.</dd>


<dt>...</dt>
<dd>Further arguments passed to <code>weighted_mean</code>.</dd>

</dl>

deviance_gamma: Gamma Deviance

Description

Usage

Value

Arguments

References

See Also

Examples