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ENH Fix averaged RMSE #17309
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ENH Fix averaged RMSE #17309
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implement code as suggested by @Paul-Aime in scikit-learn#16960 and add a code example to the documentation.
The average of the root of the MSE values is ~0.454. The previous value was equal to the root of the average of MSE values. Note that 0.645 is equal to the root of the expected output (`(1. / 3 + 2. / 3 + 2. / 3) / 4.`) for the MSE test 3 lines above.
The correct value is 0.59. Note that the previous value of 0.62 is equal to the root of the expected output (0.39) in the MSE test.
jnothman
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May 24, 2020
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Otherwise LGTM
Co-authored-by: Joel Nothman <joel.nothman@gmail.com>
thomasjpfan
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LGTM
Thank you @swierh ! |
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Reference Issues/PRs
Fixes #16960
What does this implement/fix? Explain your changes.
Fixed the
mean_squared_error
metric for the RMSE values that are averaged over multiple outputs. Previously, the behaviour was sqrt(average(MSE)). This has been changed to average(sqrt(MSE)) to reflect the documented functionality.Documented functionality for the
multioutput
argument is "Defines aggregating of multiple output values."An example of the usage and output has been included in the documentation, and two tests that expected erroneous output have been changed.