Package ‘Metrics’

July 9, 2018
Version 0.1.4
Title Evaluation Metrics for Machine Learning
Description An implementation of evaluation metrics in R that are commonly
used in supervised machine learning. It implements metrics for
regression, time series, binary classification, classification,
and information retrieval problems. It has zero dependencies and
a consistent, simple interface for all functions.
Maintainer Michael Frasco <mfrasco6@gmail.com>
Suggests testthat

URL https://github.com/mfrasco/Metrics

BugReports https://github.com/mfrasco/Metrics/issues
License BSD_3_clause + file LICENSE
RoxygenNote 6.0.1
NeedsCompilation no
Author Ben Hamner [aut, cph],
Michael Frasco [aut, cre],
Erin LeDell [ctb]
Repository CRAN
Date/Publication 2018-07-09 04:30:18 UTC

R topics documented:
accuracy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
ae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
ape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
apk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
auc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
bias . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
ce . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
f1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
fbeta_score . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1
2 accuracy

ll . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
logLoss . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
mae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
mape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
mapk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
mase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
mdae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
MeanQuadraticWeightedKappa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
mse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
msle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
params_binary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
params_classification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
params_regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
percent_bias . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
precision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
rae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
recall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
rmse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
rmsle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
rrse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
rse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
ScoreQuadraticWeightedKappa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
se . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
sle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
smape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
sse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

Index 26

accuracy Accuracy

Description
accuracy is defined as the proportion of elements in actual that are equal to the corresponding
element in predicted

Usage
accuracy(actual, predicted)

Arguments
actual The ground truth vector, where elements of the vector can be any variable type.
predicted The predicted vector, where elements of the vector represent a prediction for the
corresponding value in actual.
ae 3

See Also

ce

Examples

actual <- c('a', 'a', 'c', 'b', 'c')

predicted <- c('a', 'b', 'c', 'b', 'a')
accuracy(actual, predicted)

ae Absolute Error

Description

ae computes the elementwise absolute difference between two numeric vectors.

Usage

ae(actual, predicted)

Arguments

actual The ground truth numeric vector.

predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

See Also

mae mdae mape

Examples

actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)

predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
ae(actual, predicted)
4 apk

ape Absolute Percent Error

Description
ape computes the elementwise absolute percent difference between two numeric vectors

Usage
ape(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
ape is calculated as (actual - predicted) / abs(actual). This means that the function will return
-Inf, Inf, or NaN if actual is zero.

See Also
mape smape

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
ape(actual, predicted)

apk Average Precision at k

Description
apk computes the average precision at k, in the context of information retrieval problems.

Usage
apk(k, actual, predicted)
auc 5

Arguments
k The number of elements of predicted to consider in the calculation.
actual The ground truth vector of relevant documents. The vector can contain any
numeric or character values, order does not matter, and the vector does not need
to be the same length as predicted.
predicted The predicted vector of retrieved documents. The vector can contain any nu-
meric of character values. However, unlike actual, order does matter, with the
most documents deemed most likely to be relevant at the beginning.

Details
apk loops over the first k values of predicted. For each value, if the value is contained within
actual and has not been predicted before, we increment the number of sucesses by one and incre-
ment our score by the number of successes divided by k. Then, we return our final score divided by
the number of relevant documents (i.e. the length of actual).
apk will return NaN if length(actual) equals 0.

See Also
apk f1

Examples
actual <- c('a', 'b', 'd')
predicted <- c('b', 'c', 'a', 'e', 'f')
apk(3, actual, predicted)

auc Area under the ROC curve (AUC)

Description
auc computes the area under the receiver-operator characteristic curve (AUC).

Usage
auc(actual, predicted)

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted A numeric vector of predicted values, where the smallest values correspond to
the observations most believed to be in the negative class and the largest values
indicate the observations most believed to be in the positive class. Each element
represents the prediction for the corresponding element in actual.
6 bias

Details
auc uses the fact that the area under the ROC curve is equal to the probability that a randomly
chosen positive observation has a higher predicted value than a randomly chosen negative value. In
order to compute this probability, we can calculate the Mann-Whitney U statistic. This method is
very fast, since we do not need to compute the ROC curve first.

Examples
actual <- c(1, 1, 1, 0, 0, 0)
predicted <- c(0.9, 0.8, 0.4, 0.5, 0.3, 0.2)
auc(actual, predicted)

bias Bias

Description
bias computes the average amount by which actual is greater than predicted.

Usage
bias(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
If a model is unbiased bias(actual, predicted) should be close to zero. Bias is calculated by
taking the average of (actual - predicted).

See Also
percent_bias

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
bias(actual, predicted)
ce 7

ce Classification Error

Description
ce is defined as the proportion of elements in actual that are not equal to the corresponding element
in predicted.

Usage
ce(actual, predicted)

Arguments
actual The ground truth vector, where elements of the vector can be any variable type.
predicted The predicted vector, where elements of the vector represent a prediction for the
corresponding value in actual.

See Also
accuracy

Examples
actual <- c('a', 'a', 'c', 'b', 'c')
predicted <- c('a', 'b', 'c', 'b', 'a')
ce(actual, predicted)

f1 F1 Score

Description
f1 computes the F1 Score in the context of information retrieval problems.

Usage
f1(actual, predicted)

Arguments
actual The ground truth vector of relevant documents. The vector can contain any
numeric or character values, order does not matter, and the vector does not need
to be the same length as predicted.
predicted The predicted vector of retrieved documents. The vector can contain any nu-
meric or character values, order does not matter, and the vector does not need to
be the same length as actual.
8 fbeta_score

Details
f1 is defined as 2 ∗ precision ∗ recall/(precision + recall). In the context of information retrieval
problems, precision is the proportion of retrieved documents that are relevant to a query and recall
is the proportion of relevant documents that are successfully retrieved by a query. If there are zero
relevant documents that are retrieved, zero relevant documents, or zero predicted documents, f1 is
defined as 0.

See Also
apk mapk

Examples
actual <- c('a', 'c', 'd')
predicted <- c('d', 'e')
f1(actual, predicted)

fbeta_score F-beta Score

Description
fbeta_score computes a weighted harmonic mean of Precision and Recall. The beta parameter
controls the weighting.

Usage
fbeta_score(actual, predicted, beta = 1)

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted The predicted binary numeric vector containing 1 for the positive class and 0 for
the negative class. Each element represents the prediction for the corresponding
element in actual.
beta A non-negative real number controlling how close the F-beta score is to either
Precision or Recall. When beta is at the default of 1, the F-beta Score is exactly
an equally weighted harmonic mean. The F-beta score will weight toward Pre-
cision when beta is less than one. The F-beta score will weight toward Recall
when beta is greater than one.

See Also
precision recall
ll 9

Examples
actual <- c(1, 1, 1, 0, 0, 0)
predicted <- c(1, 0, 1, 1, 1, 1)
recall(actual, predicted)

ll Log Loss

Description
ll computes the elementwise log loss between two numeric vectors.

Usage
ll(actual, predicted)

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted A numeric vector of predicted values, where the values correspond to the prob-
abilities that each observation in actual belongs to the positive class

See Also
logLoss

Examples
actual <- c(1, 1, 1, 0, 0, 0)
predicted <- c(0.9, 0.8, 0.4, 0.5, 0.3, 0.2)
ll(actual, predicted)

logLoss Mean Log Loss

Description
logLoss computes the average log loss between two numeric vectors.

Usage
logLoss(actual, predicted)
10 mae

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted A numeric vector of predicted values, where the values correspond to the prob-
abilities that each observation in actual belongs to the positive class

See Also
ll

Examples
actual <- c(1, 1, 1, 0, 0, 0)
predicted <- c(0.9, 0.8, 0.4, 0.5, 0.3, 0.2)
logLoss(actual, predicted)

mae Mean Absolute Error

Description
mae computes the average absolute difference between two numeric vectors.

Usage
mae(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

See Also
mdae mape

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
mae(actual, predicted)
mape 11

mape Mean Absolute Percent Error

Description
mape computes the average absolute percent difference between two numeric vectors.

Usage
mape(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
mape is calculated as the average of (actual - predicted) / abs(actual). This means that the
function will return -Inf, Inf, or NaN if actual is zero. Due to the instability at or near zero,
smape or mase are often used as alternatives.

See Also
mae smape mase

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
mape(actual, predicted)

mapk Mean Average Precision at k

Description
mapk computes the mean average precision at k for a set of predictions, in the context of information
retrieval problems.

Usage
mapk(k, actual, predicted)
12 mase

Arguments
k The number of elements of predicted to consider in the calculation.
actual A list of vectors, where each vector represents a ground truth vector of relevant
documents. In each vector, the elements can be numeric or character values, and
the order of the elements does not matter.
predicted A list of vectors, where each vector represents the predicted vector of retrieved
documents for the corresponding element of actual. In each vector, the order of
the elements does matter, with the elements believed most likely to be relevant
at the beginning.

Details
mapk evaluates apk for each pair of elements from actual and predicted.

See Also
apk f1

Examples
actual <- list(c('a', 'b'), c('a'), c('x', 'y', 'b'))
predicted <- list(c('a', 'c', 'd'), c('x', 'b', 'a', 'b'), c('y'))
mapk(2, actual, predicted)

actual <- list(c(1, 5, 7, 9), c(2, 3), c(2, 5, 6))

predicted <- list(c(5, 6, 7, 8, 9), c(1, 2, 3), c(2, 4, 6, 8))
mapk(3, actual, predicted)

mase Mean Absolute Scaled Error

Description
mase computes the mean absolute scaled error between two numeric vectors. This function is only
intended for time series data, where actual and numeric are numeric vectors ordered by time.

Usage
mase(actual, predicted, step_size = 1)

Arguments
actual The ground truth numeric vector ordered in time, with most recent observation
at the end of the vector.
predicted The predicted numeric vector ordered in time, where each element of the vector
represents a prediction for the corresponding element of actual.
mdae 13

step_size A positive integer that specifies how many observations to look back in time in
order to compute the naive forecast. The default is 1, which means that the naive
forecast for the current time period is the actual value of the previous period.
However, if actual and predictions were quarterly predictions over many
years, letting step_size = 4, would mean that the naive forecast for the current
time period would be the actual value from the same quarter last year. In this
way, mase can account for seasonality.

See Also
smape mape

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
step_size <- 1
mase(actual, predicted, step_size)

mdae Median Absolute Error

Description
mdae computes the median absolute difference between two numeric vectors.

Usage
mdae(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

See Also
mae mape

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
mdae(actual, predicted)
14 mse

MeanQuadraticWeightedKappa
Mean Quadratic Weighted Kappa

Description
MeanQuadraticWeightedKappa computes the mean quadratic weighted kappa, which can option-
ally be weighted

Usage
MeanQuadraticWeightedKappa(kappas, weights = rep(1, length(kappas)))

Arguments
kappas A numeric vector of possible kappas.
weights An optional numeric vector of ratings.

See Also
ScoreQuadraticWeightedKappa

Examples
kappas <- c(0.3 ,0.2, 0.2, 0.5, 0.1, 0.2)
weights <- c(1.0, 2.5, 1.0, 1.0, 2.0, 3.0)
MeanQuadraticWeightedKappa(kappas, weights)

mse Mean Squared Error

Description
mse computes the average squared difference between two numeric vectors.

Usage
mse(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.
msle 15

See Also

rmse mae

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
mse(actual, predicted)

msle Mean Squared Log Error

Description

msle computes the average of squared log error between two numeric vectors.

Usage

msle(actual, predicted)

Arguments

actual The ground truth non-negative vector

predicted The predicted non-negative vector, where each element in the vector is a predic-
tion for the corresponding element in actual.

Details

msle adds one to both actual and predicted before taking the natural logarithm to avoid taking the
natural log of zero. As a result, the function can be used if actual or predicted have zero-valued
elements. But this function is not appropriate if either are negative valued.

See Also

rmsle sle

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
msle(actual, predicted)
16 params_regression

params_binary Inherit Documentation for Binary Classification Metrics

Description
This object provides the documentation for the parameters of functions that provide binary classifi-
cation metrics

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted The predicted binary numeric vector containing 1 for the positive class and 0 for
the negative class. Each element represents the prediction for the corresponding
element in actual.

params_classification Inherit Documentation for Classification Metrics

Description
This object provides the documentation for the parameters of functions that provide classification
metrics

Arguments
actual The ground truth vector, where elements of the vector can be any variable type.
predicted The predicted vector, where elements of the vector represent a prediction for the
corresponding value in actual.

params_regression Inherit Documentation for Regression Metrics

Description
This object provides the documentation for the parameters of functions that provide regression
metrics

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.
percent_bias 17

percent_bias Percent Bias

Description
percent_bias computes the average amount that actual is greater than predicted as a percentage
of the absolute value of actual.

Usage
percent_bias(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
If a model is unbiased percent_bias(actual, predicted) should be close to zero. Percent Bias
is calculated by taking the average of (actual - predicted) / abs(actual) across all observations.
percent_bias will give -Inf, Inf, or NaN, if any elements of actual are 0.

See Also
bias

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
percent_bias(actual, predicted)

precision Precision

Description
precision computes proportion of observations predicted to be in the positive class (i.e. the ele-
ment in predicted equals 1) that actually belong to the positive class (i.e. the element in actual
equals 1)

Usage
precision(actual, predicted)
18 rae

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted The predicted binary numeric vector containing 1 for the positive class and 0 for
the negative class. Each element represents the prediction for the corresponding
element in actual.

See Also
recall fbeta_score

Examples
actual <- c(1, 1, 1, 0, 0, 0)
predicted <- c(1, 1, 1, 1, 1, 1)
precision(actual, predicted)

rae Relative Absolute Error

Description
rae computes the relative absolute error between two numeric vectors.

Usage
rae(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
rae divides sum(ae(actual, predicted)) by sum(ae(actual, mean(actual))), meaning that
it provides the absolute error of the predictions relative to a naive model that predicted the mean for
every data point.

See Also
rse rrse

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
rrse(actual, predicted)
recall 19

recall Recall

Description
recall computes proportion of observations in the positive class (i.e. the element in actual equals
1) that are predicted to be in the positive class (i.e. the element in predicted equals 1)

Usage
recall(actual, predicted)

Arguments
actual The ground truth binary numeric vector containing 1 for the positive class and 0
for the negative class.
predicted The predicted binary numeric vector containing 1 for the positive class and 0 for
the negative class. Each element represents the prediction for the corresponding
element in actual.

See Also
precision fbeta_score

Examples
actual <- c(1, 1, 1, 0, 0, 0)
predicted <- c(1, 0, 1, 1, 1, 1)
recall(actual, predicted)

rmse Root Mean Squared Error

Description
rmse computes the root mean squared error between two numeric vectors

Usage
rmse(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.
20 rmsle

See Also

mse

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
rmse(actual, predicted)

rmsle Root Mean Squared Log Error

Description

rmsle computes the root mean squared log error between two numeric vectors.

Usage

rmsle(actual, predicted)

Arguments

actual The ground truth non-negative vector

predicted The predicted non-negative vector, where each element in the vector is a predic-
tion for the corresponding element in actual.

Details

rmsle adds one to both actual and predicted before taking the natural logarithm to avoid taking
the natural log of zero. As a result, the function can be used if actual or predicted have zero-
valued elements. But this function is not appropriate if either are negative valued.

See Also

msle sle

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
rmsle(actual, predicted)
rrse 21

rrse Root Relative Squared Error

Description
rrse computes the root relative squared error between two numeric vectors.

Usage
rrse(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
rrse takes the square root of sse(actual, predicted) divided by sse(actual, mean(actual)),
meaning that it provides the squared error of the predictions relative to a naive model that predicted
the mean for every data point.

See Also
rse rae

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
rrse(actual, predicted)

rse Relative Squared Error

Description
rse computes the relative squared error between two numeric vectors.

Usage
rse(actual, predicted)
22 ScoreQuadraticWeightedKappa

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
rse divides sse(actual, predicted) by sse(actual, mean(actual)), meaning that it provides
the squared error of the predictions relative to a naive model that predicted the mean for every data
point.

See Also
rrse rae

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
rse(actual, predicted)

ScoreQuadraticWeightedKappa
Quadratic Weighted Kappa

Description
ScoreQuadraticWeightedKappa computes the quadratic weighted kappa between two vectors of
integers

Usage
ScoreQuadraticWeightedKappa(rater.a, rater.b, min.rating = min(c(rater.a,
rater.b)), max.rating = max(c(rater.a, rater.b)))

Arguments
rater.a An integer vector of the first rater’s ratings.
rater.b An integer vector of the second rater’s ratings.
min.rating The minimum possible rating.
max.rating The maximum possible rating.

See Also
MeanQuadraticWeightedKappa
se 23

Examples
rater.a <- c(1, 4, 5, 5, 2, 1)
rater.b <- c(2, 2, 4, 5, 3, 3)
ScoreQuadraticWeightedKappa(rater.a, rater.b, 1, 5)

se Squared Error

Description
se computes the elementwise squared difference between two numeric vectors.

Usage
se(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

See Also
mse rmse

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
se(actual, predicted)

sle Squared Log Error

Description
sle computes the elementwise squares of the differences in the logs of two numeric vectors.

Usage
sle(actual, predicted)
24 smape

Arguments
actual The ground truth non-negative vector
predicted The predicted non-negative vector, where each element in the vector is a predic-
tion for the corresponding element in actual.

Details
sle adds one to both actual and predicted before taking the natural logarithm of each to avoid
taking the natural log of zero. As a result, the function can be used if actual or predicted have
zero-valued elements. But this function is not appropriate if either are negative valued.

See Also
msle rmsle

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
sle(actual, predicted)

smape Symmetric Mean Absolute Percentage Error

Description
smape computes the symmetric mean absolute percentage error between two numeric vectors.

Usage
smape(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

Details
smape is defined as two times the average of abs(actual - predicted) / (abs(actual) + abs(predicted)).
Therefore, at the elementwise level, it will provide NaN only if actual and predicted are both
zero. It has an upper bound of 2, when either actual or predicted are zero or when actual and
predicted are opposite signs.
smape is symmetric in the sense that smape(x, y) = smape(y, x).
sse 25

See Also
mape mase

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
smape(actual, predicted)

sse Sum of Squared Errors

Description
sse computes the sum of the squared differences between two numeric vectors.

Usage
sse(actual, predicted)

Arguments
actual The ground truth numeric vector.
predicted The predicted numeric vector, where each element in the vector is a prediction
for the corresponding element in actual.

See Also
mse

Examples
actual <- c(1.1, 1.9, 3.0, 4.4, 5.0, 5.6)
predicted <- c(0.9, 1.8, 2.5, 4.5, 5.0, 6.2)
sse(actual, predicted)
Index

accuracy, 2, 7
ae, 3
ape, 4
apk, 4, 5, 8, 12
auc, 5
bias, 6, 17
ce, 3, 7
f1, 5, 7, 12
fbeta_score, 8, 18, 19
ll, 9, 10
logLoss, 9, 9
mae, 3, 10, 11, 13, 15
mape, 3, 4, 10, 11, 13, 25
mapk, 8, 11
mase, 11, 12, 25
mdae, 3, 10, 13
MeanQuadraticWeightedKappa, 14, 22
mse, 14, 20, 23, 25
msle, 15, 20, 24
params_binary, 16
params_classification, 16
params_regression, 16
percent_bias, 6, 17
precision, 8, 17, 19
rae, 18, 21, 22
recall, 8, 18, 19
rmse, 15, 19, 23
rmsle, 15, 20, 24
rrse, 18, 21, 22
rse, 18, 21, 21
ScoreQuadraticWeightedKappa, 14, 22
se, 23
sle, 15, 20, 23
smape, 11, 13, 24
sse, 25

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