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Update interval metrics to work with arbitrary interval bounds #102

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brsnw250 opened this issue Oct 5, 2023 · 0 comments 路 Fixed by #113
Closed

Update interval metrics to work with arbitrary interval bounds #102

brsnw250 opened this issue Oct 5, 2023 · 0 comments 路 Fixed by #113
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enhancement New feature or request

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@brsnw250
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brsnw250 commented Oct 5, 2023

馃殌 Feature Request

Add support for Coverage and Width to handle arbitrary interval bounds (quantiles, upper/lower bounds)

Proposal

For Coverage and Width:

  1. Add upper_name: Optional[str] = None and lower_name: Optional[str] = None to __init__
  2. Raise error if only one border name set
  3. Check, that intervals presented in y_pred.prediction_intervals_names
  4. Obtain intervals from y_pred using get_prediction_intervals method and estimate metrics
  5. Raise error if quantiles and name pair (upper_name, lower_name) are both set and point to different intervals in the prediction dataset

Test cases

  1. Test expected metrics values produced
  2. Test metrics able to handle different intervals (quantiles, upper/lower bounds)

Additional context

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Labels
enhancement New feature or request
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Status: Done
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