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Add MAPE as evaluation metric #10708
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@amueller, I'd like to work on this. |
sure, go for it. |
@amueller, all sklearn metrics have an output in the |
@mohamed-ali not all. MSE doesn't, for example (though I guess all with a fixed range do). I think we should multiply by 100 given that it's part of the definition, even though it's slightly different from other metrics. |
@amueller okay great. Thanks for the quick reply :) |
@amueller regarding the scorer, based on the deprecation message in the following example, I assume there should be a
https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/metrics/scorer.py#L472-L497 Is my assumption correct? |
if we call it mean_absolute_proportion_error we don't need the 100x
|
yes, for the scorer, it should be neg_, but for the metric it should not.
Andy proposed the scorer name neg_mape above
|
because the score is negated to follow the convention that greater is
better. but users complained when we negated it without signifying so in
the name
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@jnothman thank you! |
Co-authored-by: mohamed-ali <[email protected]> Co-authored-by: Alexandre Gramfort <[email protected]> Co-authored-by: Olivier Grisel <[email protected]> Co-authored-by: Joel Nothman <[email protected]> Co-authored-by: Roman Yurchak <[email protected]>
(scikit-learn#15007) Co-authored-by: mohamed-ali <[email protected]> Co-authored-by: Alexandre Gramfort <[email protected]> Co-authored-by: Olivier Grisel <[email protected]> Co-authored-by: Joel Nothman <[email protected]> Co-authored-by: Roman Yurchak <[email protected]>
(scikit-learn#15007) Co-authored-by: mohamed-ali <[email protected]> Co-authored-by: Alexandre Gramfort <[email protected]> Co-authored-by: Olivier Grisel <[email protected]> Co-authored-by: Joel Nothman <[email protected]> Co-authored-by: Roman Yurchak <[email protected]>
Also see #6605.
https://en.wikipedia.org/wiki/Mean_absolute_percentage_error
probably need a neg_mape scorer, too.
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