Multiclassification: objectives and metrics

Name Used for optimization User-defined parameters Formula and/or description
MultiClass +

use_weights

Default: true

Calculation principles

MultiClassOneVsAll +

use_weights

Default: true

Calculation principles

Precision

use_weights

Default: true

This function is calculated separately for each class k numbered from 0 to M – 1.

Calculation principles

Recall

use_weights

Default: true

This function is calculated separately for each class k numbered from 0 to M – 1.

Calculation principles

F1

use_weights

Default: true

This function is calculated separately for each class k numbered from 0 to M – 1.

Calculation principles

TotalF1

use_weights

Default: true

Calculation principles

MCC

use_weights

Default: true

Calculation principles

Accuracy

use_weights

Default: true

Calculation principles

HingeLoss

use_weights

Default: true

See the Wikipedia article.
HammingLoss

use_weights

Default: true

Calculation principles

ZeroOneLoss

use_weights

Default: true

Calculation principles

Kappa

Calculation principles

WKappa

Calculation principles

AUC*
  • use_weights

    Default: false

  • type

    Default: Mu

  • misclass_cost_matrix

    Default: All non-diagonal matrix elements are set to 1. All diagonal elements (such that i = j) are set to 0.

Calculation principles

Name Used for optimization User-defined parameters Formula and/or description
MultiClass +

use_weights

Default: true

Calculation principles

MultiClassOneVsAll +

use_weights

Default: true

Calculation principles

Precision

use_weights

Default: true

This function is calculated separately for each class k numbered from 0 to M – 1.

Calculation principles

Recall

use_weights

Default: true

This function is calculated separately for each class k numbered from 0 to M – 1.

Calculation principles

F1

use_weights

Default: true

This function is calculated separately for each class k numbered from 0 to M – 1.

Calculation principles

TotalF1

use_weights

Default: true

Calculation principles

MCC

use_weights

Default: true

Calculation principles

Accuracy

use_weights

Default: true

Calculation principles

HingeLoss

use_weights

Default: true

See the Wikipedia article.
HammingLoss

use_weights

Default: true

Calculation principles

ZeroOneLoss

use_weights

Default: true

Calculation principles

Kappa

Calculation principles

WKappa

Calculation principles

AUC*
  • use_weights

    Default: false

  • type

    Default: Mu

  • misclass_cost_matrix

    Default: All non-diagonal matrix elements are set to 1. All diagonal elements (such that i = j) are set to 0.

Calculation principles