error_metrics

get_continuous_wasserstein(y_true, y_pred, x, individual=False)[source]

Compute the l2 wasserstein loss

Parameters
  • y_true (numpy.ndarray or list) – Ground truth (correct) values.

  • y_pred (numpy.ndarray or list) – Predicted values, as returned by a regression estimator.

  • individual (bool) – If True, returns Wasserstein loss along last dimension. If False, returns average Wasserstein loss.

Returns

loss – The degree to which the samples are correctly predicted.

Return type

float or numpy.ndarray

get_max_error(y_true, y_pred)[source]

Compute maximum absolute error.

Parameters
Returns

loss – The maximum absolute error.

Return type

float

get_r2(y_true, y_pred)[source]

R2 or the error.

Parameters
Returns

loss – R2 value.

Return type

float

get_rmse(y_true, y_pred)[source]

Compute maximum absolute error.

Parameters
Returns

loss – The maximum absolute error times the sign of the error.

Return type

float

get_wasserstein_loss(y_true, y_pred, individual=False)[source]

Compute the l2 wasserstein loss

Parameters
  • y_true (numpy.ndarray or list) – Ground truth (correct) values.

  • y_pred (numpy.ndarray or list) – Predicted values, as returned by a regression estimator.

  • individual (bool) – If True, returns Wasserstein loss along first dimension. If False, returns average Wasserstein loss.

Returns

loss – The degree to which the samples are correctly predicted.

Return type

float or numpy.ndarray