From e9810ecce8150baabe54ba920a9f60dade19c17c Mon Sep 17 00:00:00 2001 From: Louis Lacombe Date: Thu, 16 May 2024 17:47:55 +0200 Subject: [PATCH] Update doc/theoretical_description_metrics.rst Co-authored-by: Thibault Cordier <124613154+thibaultcordier@users.noreply.github.com> --- doc/theoretical_description_metrics.rst | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/doc/theoretical_description_metrics.rst b/doc/theoretical_description_metrics.rst index c19c267b9..5762eb1ee 100644 --- a/doc/theoretical_description_metrics.rst +++ b/doc/theoretical_description_metrics.rst @@ -172,7 +172,12 @@ Cumulative Differences .. math:: - \text{Cumulative Differences} = \frac{1}{n} \sum_{i=1}^{n} (y_{\text{true,sorted}}^{(i)} - y_{\text{score,sorted}}^{(i)}) + \text{Cumulative Differences} = \frac{1}{n} \sum_{i=1}^{n} (y_{\sigma_1(i)} - \hat y_{\sigma_2(i)}) + +where: + +- :math:`\sigma_1` is the permutation which sorts all the true values. +- :math:`\sigma_2` is the permutation which sorts all the predicted values. Kolmogorov-Smirnov Statistic for Calibration