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[ENH] Add macro-averaged mean squared error #846

@warnbergg

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@warnbergg

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In #780 the macro-averaged mean absolute error was proposed as a metric to the library. Using the same rationale as for that feature, I suggest that also the macro-averaged mean squared error (MAMSE) is added to the library. That way we penalize errors that are further from the ground truth more harshly.

Is this feature something that could be of interest to the greater public?

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hayesall

hayesall commented on Jul 9, 2021

@hayesall
Member

Maybe add a squared=True parameter?

That should keep things fairly close with how it's handled elsewhere, e.g. sklearn.metrics.mean_squared_error

warnbergg

warnbergg commented on Jul 10, 2021

@warnbergg
Author

@hayesall Yes, that is maybe a better option. I'll create a PR for that!

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        [ENH] Add macro-averaged mean squared error · Issue #846 · scikit-learn-contrib/imbalanced-learn