Cumulative Probability Distribution Model for Evaluating User Behavior Prediction Algorithms

Haifeng Liu, Zheng Hu, Dian Zhou, Hui Tian
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引用次数: 7

Abstract

User behavior analysis and prediction has been widely applied in personalized search, advertising precise delivery and other personalized services. It is a core problem how to evaluate the performance of prediction models or algorithms. The most used off-line experiment is a simple and convenient evaluation strategy. However, the existing assessment measures are most based on arithmetic average value theory, such as precision, recall, F measure, mean absolute error (MAE), root mean squared error (RMSE) etc. These approaches have two drawbacks. First, they cannot depict the prediction performance within a more fine-grained view and they only provide one average value to compare different algorithms' performances. Second, they are not reasonable if the evaluation results are not follow normal distribution. In this paper, according to analyze a mass of prediction evaluation results, we find that some performance evaluation results follow approximate power low distribution but not normal distribution. Therefore, the paper proposes a cumulative probability distribution model to evaluate the performance of prediction algorithms. The model first calculates the probability of each evaluation results. And then, it depicts the cumulative probability distribution function. Moreover, we further present an evaluation expectation value (EEV) to represent the overall performance of the prediction algorithms. Experiments on two real data sets show that the proposed model can provide deeper and more accurate assessment results.
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评价用户行为预测算法的累积概率分布模型
用户行为分析与预测已广泛应用于个性化搜索、广告精准投放等个性化服务中。如何评价预测模型或算法的性能是一个核心问题。最常用的离线实验是一种简单方便的评价策略。然而,现有的评价指标大多基于算术平均值理论,如精密度、召回率、F测度、平均绝对误差(MAE)、均方根误差(RMSE)等。这些方法有两个缺点。首先,它们不能在更细粒度的视图中描述预测性能,它们只提供一个平均值来比较不同算法的性能。其次,评价结果不服从正态分布是不合理的。本文通过对大量预测评价结果的分析,发现一些性能评价结果服从近似的低功率分布而非正态分布。因此,本文提出了一个累积概率分布模型来评价预测算法的性能。该模型首先计算每个评价结果的概率。然后,它描述了累积概率分布函数。此外,我们进一步提出了评估期望值(EEV)来表示预测算法的整体性能。在两个真实数据集上的实验表明,该模型能够提供更深入、更准确的评估结果。
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