mlr_measures_regr.rrse: Root Relative Squared Error

In mlr3: Machine Learning in R - Next Generation

Root Relative Squared Error

Description

Measure to compare true observed response with predicted response in regression tasks.

Details

The Root Relative Squared Error is defined as

\sqrt{\frac{\sum_{i=1}^n \left( t_i - r_i \right)^2}{\sum_{i=1}^n \left( t_i - \bar{t} \right)^2}},

where \bar{t} = \sum_{i=1}^n t_i.

Can be interpreted as root of the squared error of the predictions relative to a naive model predicting the mean.

This measure is undefined for constant t.

Dictionary

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

mlr_measures$get("regr.rrse")
msr("regr.rrse")

Parameters

Empty ParamSet

Meta Information

• Type: "regr"

• Range: [0, \infty)

• Minimize: TRUE

• Required prediction: response

Note

The score function calls mlr3measures::rrse() from package mlr3measures.

If the measure is undefined for the input, NaN is returned. This can be customized by setting the field na_value.

See Also

Dictionary of Measures: mlr_measures

as.data.table(mlr_measures) for a complete table of all (also dynamically created) Measure implementations.

Other regression measures: mlr_measures_regr.bias, mlr_measures_regr.ktau, mlr_measures_regr.mae, mlr_measures_regr.mape, mlr_measures_regr.maxae, mlr_measures_regr.medae, mlr_measures_regr.medse, mlr_measures_regr.mse, mlr_measures_regr.msle, mlr_measures_regr.pbias, mlr_measures_regr.pinball, mlr_measures_regr.rae, mlr_measures_regr.rmse, mlr_measures_regr.rmsle, mlr_measures_regr.rse, mlr_measures_regr.sae, mlr_measures_regr.smape, mlr_measures_regr.srho, mlr_measures_regr.sse

mlr3 documentation built on Oct. 18, 2024, 5:11 p.m.