Variables used in formulas

The following common variables are used in formulas of the described metrics:

  •  is the label value for the i-th object (from the input data for training).
  •  is the result of applying the model to the i-th object.
  • is the predicted success probability
  •  is the total number of objects.
  • is the number of classes.
  • is the class of the object for binary classification.

  •  is the weight of the i-th object. It is set in the dataset description in columns with the Weight type (if otherwise is not stated) or in the sample_weight parameter of the Python package. The default is 1 for all objects.
  • , ,