Novel Metrics for Evaluation and Validation of Regression-based Supervised Learning

Error consistency is a validation metric for evaluating the sample-based error variability across machine learning models trained as part of in-lab validation. Many machine learning (ML) based regression algorithms are likely to be inconsistent with each other when trained repeatedly on the same task as part of standard cross validation, in part due to sampling, but also, potentially associated with the inclusion of randomness in their training paradigms, which is common in many learning techniques. In this work, we propose a novel approach to validation and evaluation of regression-based learning algorithms, called regression ‘error consistency’ (EC), to assist in assessing sample-wise consistency of errors as part of in-lab validation. We have applied novel EC metrics on six real-world datasets with six different regressors, evaluated the model performance with well-known metrics and compared the results with previously developed classification EC. The results demonstrate that, out of six models, the random forest achieved high accuracy but exhibited less consistency in its error profiles. This finding matches with classification based EC results. In addition, we applied the EC metrics on the MNIST digits dataset using a convolutional neural network (CNN) as part of a preliminary deep learning experiment. Though MNIST is typically treated as a classification dataset, we considered this dataset as a regression problem and the CNN model developed demonstrated good performance. We believe that the proposed EC metrics will be useful in evaluating and validating regression algorithm error consistency, including in deep learning, and will hopefully guide the machine learning research community to develop more reproducible and predictable (in terms of the errors they will make) regression algorithms. Public domain code is provided.