[timeseries] add RMSLE to metrics #3938
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
canerturkmen
added
enhancement
shchur
reviewed
Feb 20, 2024
LennartPurucker
pushed a commit
to LennartPurucker/autogluon
that referenced
this pull request
Jun 1, 2024
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Issue #, if available:
#3878
Description of changes:
RMSLE is a forecast error metric popular with some Kaggle competitions, that is specifically insensitive to effects of scale and trends and has an asymmetric penalty for overprediction. For example, the "getting started" Sales Prediction competition uses RMSLE. This PR includes RMSLE to AG-TS.
Discussion points:
By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.