Prequential Evaluation

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A Prequential Evaluation is a data stream mining evaluation method to test a model by using the each instances first.



References

2016

  • (SAMOA website, 2016) ⇒ https://samoa.incubator.apache.org/documentation/Prequential-Evaluation-Task.html
    • QUOTE: In data stream mining, the most used evaluation scheme is the prequential or interleaved-test-then-train evolution. The idea is very simple: we use each instance first to test the model, and then to train the model. The Prequential Evaluation task evaluates the performance of online classifiers doing this. It supports two classification performance evaluators: the basic one which measures the accuracy of the classifier model since the start of the evaluation, and a window based one which measures the accuracy on the current sliding window of recent instances.

2015