Testing classification or regression models

In Intelligent Miner®, the predictive mining functions (classification and regression) include a test phase. To test the model, compute the test result, and write it into a database table, you can use the predefined stored procedures that are provided with Intelligent Miner.

Testing a model means that the model is applied to data which already contains the target field values that the model can predict. The test compares the predicted and the actual target field values and uses this comparison to create a test result, which contains various model quality numbers and a lift or gains chart. The gains chart shows graphically how well the model's predictions, when sorted by descending predicted values, reproduce the order of the test data records when sorted by descending actual target field values.

The following figure shows how the model-testing phase works.