AggregateMetric#

AggregateMetric(func, method='jackknife', name=None, **kwargs)[source]#

成对计算指标。

参数:
func函数

用于计算成对指标的函数。

name字符串

指标名称

方法

compute(y_true, y_pred)

计算指标和标准误差。

compute(y_true, y_pred)[source]#

计算指标和标准误差。

参考文献

[1]

Efron and Stein, (1981), “The jackknife estimate of variance.”

[2]

McIntosh, Avery. “The Jackknife Estimation Method”. <http://people.bu.edu/aimcinto/jackknife.pdf>

[3]

Efron, Bradley. “The Jackknife, the Bootstrap, and other Resampling Plans”. Technical Report No. 63, Division of Biostatistics, Stanford University, December, 1980.

[4]

Jackknife 重抽样

<https://en.wikipedia.org/wiki/Jackknife_resampling>