err_fun: Predefined error functions

In henckr/maidrr: Model-Agnostic Interpretable Data-driven suRRogate

Predefined error functions

Description

Some predefined error functions to use in autotune.

Usage

err_fun(y_true, y_pred, w_case)

poi_dev(y_true, y_pred)

mse(y_true, y_pred)

wgt_mse(y_true, y_pred, w_case)

Arguments

y_true	vector of the true target values.
y_pred	vector of the predicted target values.
w_case	vector of case weights.

Functions

• poi_dev: Poisson deviance loss function

• mse: Mean squared error loss function

• wgt_mse: Weighted mean squared error loss function

henckr/maidrr documentation built on July 27, 2023, 3:17 p.m.