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Evaluate() to return aggregated metric evaluation across unique_ids. #87

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tackes opened this issue Jun 13, 2024 · 0 comments
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enhancement New feature or request feature

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tackes commented Jun 13, 2024

Description

It would be a nice feature to be able to calculate metrics for global models, instead of only by unique_id.
IE if we have an ML models (say Catboost and LGB) with multiple forecasts for each unique_id, I would like to know the MAE for Catboost vs LGB across all unique_ids.

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@tackes tackes added enhancement New feature or request feature labels Jun 13, 2024
@jmoralez jmoralez transferred this issue from Nixtla/statsforecast Jun 17, 2024
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