[ENH] metrics rework part III - folding metric mixins into intermediate class, interface consolidation #2502
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fkiraly
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This PR continues rework of the current metrics interface. This PR uses the tests in #2496 and builds upon #2500 and #2502 The following changes are made relative to #2502: * extending `BaseForecastingErrorMetricFunc` to accept hierarchical input * enable averaging options via the `multilevel` parameter
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This PR continues refactor and rework of the current metrics interface.
This PR uses the tests in #2496 and builds upon #2500.
The following changes are made relative to #2500:
BaseForecastingErrorMetricFuncis changed so it substitutes parameters into the adaptednumpyfunction, which must be present as a class variablefunc. This is generic (usingget_params) so it replaces all the repetitive boilerplate in the mixins.BaseForecastingErrorMetricFunc._ScaledMetricTags, which had boilerplate but also a repetitive tags block it supplied to multiple classes. The boilerplate is removed, but the tags block is retained, so the class is still used for keeping the tags block in one place.funcandnameare no longer passed up to the base class and set by constructors.funcis now present as a class variable (instead of being set in constructors), andnamedefaults to the class name string.