Data Science and Machine Learning Metrics
This page is a quick reference for common metrics across tasks like classification, regression, and clustering. Each entry includes a definition, when to use it, and links to an explanation (mostly from Wikipedia) and the relevant scikit-learn doc. This list is not meant to be exhaustive.
Metrics explained
A metric is a number that measures model performance, or how well predictions match actual outcomes.
- In supervised learning, metrics evaluate prediction quality (e.g. RMSE, F1).
- In unsupervised learning, they assess structure or similarity (e.g. silhouette score).
- During training, metrics guide choices like model selection and early stopping.
Metrics tables
Classification
Metric | Code | Details |
---|---|---|
Accuracy | skl | Accuracy. Proportion of correct predictions to total predictions. Simple and intuitive. Can be very misleading for imbalanced classes. |
Precision | skl | Precision. True Positives / (True Positives + False Positives). How many predicted positives are correct. |
Recall | skl | Recall. True Positives / (True Positives + False Negatives). How many actual positives were captured. |
F1 | skl | F1 Score. Harmonic mean of precision and recall. Good for imbalanced classes. |
ROC AUC | skl | ROC AUC. Area under the ROC curve. Evaluates ranking performance across thresholds. |
PR AUC | skl | PR AUC. Area under the Precision-Recall curve. Better than ROC AUC for rare positives. |
Log Loss | skl | Logarithmic Loss. Penalizes confident wrong predictions. Common in probabilistic classifiers. |
Balanced Acc | skl | Balanced Accuracy. Mean recall across classes. Helps with imbalanced classes. |
MCC | skl | Matthews Correlation Coefficient Balanced score even for class imbalance. Based on confusion matrix. |
Regression
Metric | Code | Details |
---|---|---|
MSE | skl | Mean Squared Error. Average squared difference between predictions and true values. Penalizes larger errors more; sensitive to outliers. Not in original units. |
RMSE | skl | Root Mean Squared Error. Same as MSE but in the original unit scale; easier to interpret. Still sensitive to outliers. |
MAE | skl | Mean Absolute Error. Average absolute difference between predictions and actual values. More robust to outliers than MSE. |
R² | skl | Coefficient of Determination. Measures proportion of variance explained by the model. Can be negative. |
Adj R² | Adjusted R². Like R² but penalizes for additional predictors. Helps avoid overfitting. | |
MSLE | skl | Mean Squared Log Error. MSE on log-transformed targets. Good for targets spanning orders of magnitude. |
MAPE | skl | Mean Absolute Percentage Error. Average of absolute percentage errors. Can blow up if targets are near zero. |
SMAPE | Symmetric MAPE. Like MAPE but less sensitive to small denominators. Often used in time series. |