Deviance
Context
- The Deviance measure is based on the difference between the Entropy of the to-be-evaluated network and the Entropy of the complete (i.e., fully connected) network .
- The closer the Deviance value is to 0, the better the network represents the dataset.
Definition
Deviance is formally defined as:
where
- is the Entropy of the dataset given the to-be-evaluated network .
- is the Entropy of the dataset given the complete (i.e., fully connected) network . In the complete network, all nodes are directly connected to all other nodes. Therefore, the complete network is an exact representation of the chain rule. As such, it does not utilize any conditional independence assumptions for representing the Joint Probability Distribution.
- is the size of the dataset.