Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[FEAT] Additional metrics for evaluating forecasting (RMSE+ MSE) #4178

Merged
merged 21 commits into from
Feb 9, 2023

Conversation

martinb-ai
Copy link
Contributor

Adding in RMSE and MSE metrics for accuracy calculations when performing backtesting on models.

Twitter
image

In terminal:
image
image

SDK:
image

@martinb-ai martinb-ai added the enhancement Enhancement label Feb 8, 2023
@martinb-ai martinb-ai self-assigned this Feb 8, 2023
@reviewpad reviewpad bot added the feat S Small T-Shirt size Feature label Feb 8, 2023
@martinb-ai
Copy link
Contributor Author

@DidierRLopes ☝️

@jmaslek
Copy link
Collaborator

jmaslek commented Feb 8, 2023

Any reason we can't add the others from darts.metrics?

@martinb-ai
Copy link
Contributor Author

No reason, just figured I would add based on user input. I will add in more if you'd like.

@jmaslek
Copy link
Collaborator

jmaslek commented Feb 8, 2023

Thats fair. Only reason I ask is because I was going to try using the sdk for a kaggle comp that used SMAPE as the scoring metric, but I noticed it wasn't an option, so I didnt use it. Having as many is both helpful and overkill.

@martinb-ai
Copy link
Contributor Author

martinb-ai commented Feb 8, 2023

@jmaslek Added smape for you :)
image

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement Enhancement feat S Small T-Shirt size Feature
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants