My (Chiffon) Nguyen

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bayesian model metrics

bayesian model metrics

Sep 29, 20241 min read

  • Maths/Prob-Stats/bayes
  • Minerva/CS146

List 6 metrics

  • model evidence
  • KL divergence
  • Log Point-wise Predictive Density (LLPD)
  • deviance
  • pareto-smoothed importance sampling cross-validation (PSIS cross-validation)

Model evidence

Transclude of model-evidence

Entropy

Transclude of entropy

Divergence

Transclude of Kullback-Leibler-divergence

LLPD

Transclude of Log-Point-wise-Predictive-Density

Deviance

Transclude of deviance

PSIS-LOOCV

Transclude of pareto-smoothed-importance-sampling-cross-validation


Graph View

  • Model evidence
  • Entropy
  • Divergence
  • LLPD
  • Deviance
  • PSIS-LOOCV

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