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[ENH] implement efficient _evaluate_by_index for forecast performance metrics #4304 Implementation for GeometricMeanAbsoluteError #6244
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Commits on Mar 24, 2024
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Commits on Apr 1, 2024
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Update _classes.py Implementing efficient _evaluate_by_index for Geom…
…etricMeanAbsoluteError
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Update _classes.py added the correct _evaluate_by_index for Geometric…
…MeanAbsoluteError with documentation as well
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Update _classes.py by improving the code for _evaluate_by_index for G…
…MAE. This modification ensures that the errors are strictly positive before taking their logarithm, improving the numerical stability of the calculation.
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Update _classes.py taking reference from sktime#6248 for implementing…
… efficient _evaluate_by_index for GMAE. Additional methods added :- _compute_pseudo_values: Computes the jackknife pseudo-values for the Geometric Mean Absolute Error (GMAE) metric, estimating the influence of each observation on the overall metric. _evaluate: Evaluates the GMAE metric on given inputs, providing the overall metric value. This method is the core logic called from the evaluate method and computes the arithmetic mean over time points by default.
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Commits on Apr 18, 2024
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