Evaluating classifiers, regressors, and clusters is a critical multidimensional problem involving many aspects. Purely from an engineering perspective, we worry about speed, memory, and correctness. Under some circumstances, speed is everything. If memory is scarce, of course, we have to make that our priority. The world is a giant labyrinth full of choices, and you are sometimes forced to choose one model over others instead of using multiple models in an ensemble. We should, of course, inform our rational decision with appropriate evaluation metrics.
There are so many evaluation metrics out there that you would need multiple books to describe them all. Obviously, many of the metrics are very similar. Some of them are accepted and popular, and of those metrics, some are implemented in scikit-learn.
We will evaluate the classifiers and regressors from Chapter 9, Ensemble Learning and Dimensionality Reduction. We applied those estimators to the sample problem of weather forecasting...