Surrogate quality metrics for k-fold cross validation #199
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FacyMcFace
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Hi there,
I'm performing a 5-fold cross-validation, and all quality metrics are calculated for each fold. However, in the end, the shell only shows the following:
Surrogate quality metrics (2-fold CV) for pq_BP2:
sum_squared 0.356434
mean_squared 0.00742572
root_mean_squared 0.0861726
sum_abs 3.10085
mean_abs 0.0646011
max_abs 0.228022
rsquared nan (n/a for cross-validation)
What exactly are these values? Are they the worst values across all surrogate models, the median, or the mean? I couldn’t find anything in the online help or the user guide PDF that clarifies this.
Also, why is the R-squared value not available? Isn’t it possible to calculate that metric for each surrogate model as well (and then build the mean or something)?
Finally, is there a way to retrieve all quality metrics for every surrogate model used in the cross-validation?
Many thanks!
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