kgourgou / Predicting-Blood-Donations

REPO with files for a DrivenData competition on blood donations.
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Understanding the metric. #2

Closed kgourgou closed 9 years ago

kgourgou commented 9 years ago

The metric used, logarithmic-loss, is very common in those kind of competitions. It's root is in information theory, where it can be derived by the cross (or joint) entropy between two distributions.

http://en.wikipedia.org/wiki/Cross_entropy#Cross-entropy_error_function_and_logistic_regression