Week 3
Metrics Optimization
Example Notebooks
Metrics_video2_constants_for_MSE_and_MAE.ipynb
Metrics_video3_weighted_median.ipynb
Metrics_video8_soft_kappa_xgboost.ipynb
Programming_assignment_week_3.ipynb
Additional Material
Classification
- Evaluation Metrics for Classification Problems: Quick Examples + References
- Decision Trees: “Gini” vs. “Entropy” criteria
- Understanding ROC curves
Ranking
- Learning to Rank using Gradient Descent -- original paper about pairwise method for AUC optimization
- Overview of further developments of RankNet
- RankLib (implemtations for the 2 papers from above)
- Learning to Rank Overview