Metrics medianabsoluteerror score

Development build. This page describes main, not a released package. The latest published Lodestar.Metrics is 0.3.0 — read its documentation.

MedianAbsoluteError.Score

The median of the absolute residuals.

public static double Score(ReadOnlySpan<double> yTrue, ReadOnlySpan<double> yPred, int outputCount = 1, ReadOnlySpan<double> sampleWeight = default, ReadOnlySpan<double> outputWeights = default)

Parameters — yTrue and yPred are the true and predicted values, row-major when there is more than one output. outputCount is how many outputs each row holds, sampleWeight weights the rows, and outputWeights weights the outputs in the reduction.

Returns — double, never negative, in the target's own units.

Exceptions — ArgumentException when a length disagrees with the shape, the input is empty, or it holds a non-finite value; ArgumentOutOfRangeException when outputCount is below one.

Example — three exact predictions and one catastrophic one. MeanAbsoluteError.Score on this data is 24.

using Lodestar.Metrics;

double[] yTrue = [1.0, 2.0, 3.0, 100.0];
double[] yPred = [1.0, 2.0, 3.0, 4.0];

double typical = MedianAbsoluteError.Score(yTrue, yPred);   // => 0

Remarks — reach for this when your data has outliers you do not believe in — mistyped labels, a sensor that dropped out, a fraud in the training set. Its breakdown point is 50%: half your samples can be arbitrarily wrong and this number does not move. That is a genuinely different question from the one MeanAbsoluteError.Score answers, and reporting the two side by side is the fastest way to see whether a dataset has a tail.

Which is the trap, stated as bluntly as the example above puts it: 0 here does not mean the model is good. It means at least half the predictions are exact, and says nothing about the other half. Never report this alone; pair it with MeanAbsoluteError.Score or MaxError.Score.

Under sampleWeight this stops being the value at the halfway point. scikit-learn takes an averaged weighted percentile — the mean of the first value whose cumulative weight reaches half the total and the one just past the last that comes within one machine epsilon of it — and that tolerance is load-bearing rather than decoration: a uniform weight is usually the ordinary median and not always. Measured, [0.7] * 10 gives 5.0 on the weighted path against 4.5 unweighted, while [0.1] * 10 gives 4.5 on both. Both agree, divergently, with scikit-learn — decision 0024.

Applies to — net10.0, netstandard2.0.

See also — MedianAbsoluteError.PerOutput, MeanAbsoluteError.Score, MaxError.Score, decision 0024, the Python equivalence table.