Testing Regression Models

Regression models are tested by comparing the predicted values to known target values in a set of test data. The historical data for a regression project is typically divided into two data sets:

• One for building the model

• One for testing the model

The test data must be compatible with the data used to build the model and must be prepared in the same way that the build data was prepared.

The ways to test Classification and Regression models:

• By splitting the input data into build data and test data. This is the default. The test data is created by randomly splitting the build data into two subsets. 40 percent of the input data is used for test data.

• By using all the build data as the test data.

• By attaching two Data Source nodes to the build node.

  • The first data source, that you connect to the build node, is the source of build data.

  • The second node that you connect is the source of test data.

• By deselecting Perform Test in the Test section of the Properties pane and then using a Test Node. By default, all Classification and Regression models are tested.

Test settings specify which metrics to calculate and control the calculation of the metrics.

Oracle Data Mining provides several kinds of information to assess Regression models:

• Residual Plot

• Regression Statistics

• Regression Model Test Viewer

• Compare Regression Test Results

To view test results, first test the model or models in the node:

• If you tested the models using the default test in the Regression node, then run the node and then right-click the node. Select View Test Results and select the model that you are interest in. The Regression Model Test Viewer starts. To compare the test results for all models in the node, select Compare Test Results.

• If you tested the models using a Test node, then run the Test node and then right-click the node. Select View Test Results and select the model that you are interested in. The Regression Model Test Viewer starts. To compare the test results for all models in the node, select Compare Test Results.

You can also compare test results by going to the Models section of the Properties pane of the Build node where you tested the models and click .