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Correlation between label and prediction?

Fred12Fred12 Member Posts: 344 Unicorn
edited November 2018 in Help

hi,

in the performance(Classification) operator, correlation is defined as correlation between the label and the prediction, but how is this calculated? with which informaion criteria? I dont understand the results...

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    MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,507 RM Data Scientist

    I think its standard pearson correlation with by using the integer mapping of the classes.

     

    ~Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
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    IngoRMIngoRM Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, Community Manager, RMResearcher, Member, University Professor Posts: 1,751 RM Founder

    Hi,

     

    Just looked up the Java doc and here is what it says: Computes the empirical corelation coefficient 'r' between label and prediction. For P=prediction, L=label, V=Variance, Cov=Covariance we calculate r by: Cov(L,P) / sqrt(V(L)*V(P))

     

    So it is the Pearson correlation between the label and the prediction.  Judging from a quick check of the source code itself this description is accurate.

     

    Cheers,

    Ingo

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