KSLCore/ksl.utilities.distributions.fitting.scoring/MallowsL2ScoringModel

MallowsL2ScoringModel

class MallowsL2ScoringModel : PDFScoringModel

This scoring model represents the Mallows L2 distance between the theoretical probabilities and the observed probabilities based on a histogram of the data. The break points for the histogram are specified by PDFModeler.equalizedCDFBreakPoints()

The Mallows L2 distance is the square root of the mean squared error for the theoretical versus the observed probabilities.

See: http://luthuli.cs.uiuc.edu/~daf/courses/Opt-2017/Combinatorialpapers/EMD.pdf

Constructors

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constructor()

Properties

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val metric: Metric

Functions

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open override fun newInstance(): MallowsL2ScoringModel
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open fun score(result: EstimationResult): Score