Lecture 10: Regression metrics

Metrics for Regression

Slides

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Outline

  • Revision: Classification metrics and class imbalance
  • Housing data: preprocessing decisions and target leakage
  • Ridge regression and tuning alpha with a complete pipeline
  • MAE, MSE, RMSE, \(R^2\), and MAPE
  • Error direction, metric choice, and cross-validation scoring
  • Transforming targets with TransformedTargetRegressor

Notebook

Chapter 10: Regression metrics

Interactive demo

Explore thresholds on PR and ROC curves