Forecast evaluator + SMAPE metric #337
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Codecov Report
@@ Coverage Diff @@
## master #337 +/- ##
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- Coverage 86.65% 86.63% -0.02%
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Files 334 335 +1
Lines 10752 10763 +11
Branches 565 344 -221
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+ Hits 9317 9325 +8
- Misses 1435 1438 +3
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tovbinm
reviewed
Jun 20, 2019
core/src/main/scala/com/salesforce/op/evaluators/EvaluationMetrics.scala
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core/src/main/scala/com/salesforce/op/evaluators/EvaluationMetrics.scala
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core/src/main/scala/com/salesforce/op/evaluators/EvaluationMetrics.scala
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| /** | ||
| * | ||
| * Instance to evaluate Regression metrics |
core/src/main/scala/com/salesforce/op/evaluators/OpForecastEvaluator.scala
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| val smape: Double = getSMAPE(dataUse, getLabelCol, getPredictionValueCol) | ||
| val metrics = ForecastMetrics( | ||
| sMAPE = smape |
| } | ||
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| // https://www.m4.unic.ac.cy/wp-content/uploads/2018/03/M4-Competitors-Guide.pdf | ||
| case class ReduceSMAPE(nominator: Double, denominator: Double, cnt: Long) { |
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instead of defining + you can use algebird macro for case classes, i.e.
import com.twitter.algebird.Operators._
import com.twitter.algebird.macros.caseclass
implicit val smapeSG = caseclass.semigroup[SMAPEValue]
case class SMAPEValue(nominator: Double, denominator: Double, cnt: Long)| } | ||
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| object ReduceSMAPE { | ||
| def apply(y: Double, y_hat: Double): ReduceSMAPE = { |
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- please make this the only public ctor
- avoid
_in names, instead use camelCase
| } | ||
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| /** | ||
| * Metrics of Regression Problem |
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Thanks for the contribution! Before we can merge this, we need @wsuchy to sign the Salesforce.com Contributor License Agreement. |
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This is only a POC, as I would like to check if it gets (eventually) merged.
So far I've implemented only one metric (sMAPE) but ideally I would like to put all forecast related metrics there (including some already present like MAE, etc).
As we don't have any forecasting model yet I've used linear regression.