Deviation metric #1061
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Deviation metric #1061
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added 2 commits
January 9, 2023 11:48
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🚀 Deployed on https://deploy-preview-1061--etna-docs.netlify.app |
Codecov Report
@@ Coverage Diff @@
## master #1061 +/- ##
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+ Coverage 86.15% 86.27% +0.11%
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Files 163 163
Lines 8641 8656 +15
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+ Hits 7445 7468 +23
+ Misses 1196 1188 -8
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etna/metrics/functional_metrics.py
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| @@ -116,4 +116,34 @@ def sign(y_true: ArrayLike, y_pred: ArrayLike) -> float: | |||
| return np.mean(np.sign(y_true_array - y_pred_array)) | |||
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| def deviation(y_true: ArrayLike, y_pred: ArrayLike) -> float: | |||
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it should be max_deviation metric, shouldn't it?
etna/metrics/metrics.py
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| @@ -272,4 +273,33 @@ def greater_is_better(self) -> None: | |||
| return None | |||
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| __all__ = ["MAE", "MSE", "RMSE", "R2", "MSLE", "MAPE", "SMAPE", "MedAE", "Sign"] | |||
| class MaxDeviation(Metric): | |||
| """Max Deviation metric with multi-segment computation support. | |||
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could you please add to docs explanation of metric's computation?
etna/metrics/metrics.py
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| """Max Deviation metric with multi-segment computation support. | ||
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| .. math:: | ||
| MaxDeviation(y\_true, y\_pred) = \\max | y_j |, where \\, y_j = \\sum_{i=1}^{n}{y\_pred_i - y\_true_i} |
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I'm not sure about it, but shouldn't it be
Suggested change
| MaxDeviation(y\_true, y\_pred) = \\max | y_j |, where \\, y_j = \\sum_{i=1}^{n}{y\_pred_i - y\_true_i} | |
| MaxDeviation(y\_true, y\_pred) = \\max_{j} | y_j |, where \\, y_j = \\sum_{i=1}^{j}{y\_pred_i - y\_true_i} |
julia-shenshina
approved these changes
Jan 9, 2023
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