R/regr_msle.R

In mlr-org/mlr3measures: Performance Measures for 'mlr3'

#' @title Mean Squared Log Error
#'
#' @details
#' The Mean Squared Log Error is defined as \deqn{
#'   \frac{1}{n} \sum_{i=1}^n w_i \left( \ln (1 + t_i) - \ln (1 + r_i) \right)^2,
#' }{
#'   weighted.mean((log(1 + t) - log(1 + r))^2, weights),
#' }
#' where \eqn{w_i} are normalized sample weights.
#' This measure is undefined if any element of \eqn{t} or \eqn{r} is less than or equal to \eqn{-1}.
#'
#' @templateVar mid msle
#' @template regr_template
#'
#' @inheritParams regr_params
#' @template regr_example
#' @export
msle = function(truth, response, sample_weights = NULL, na_value = NaN, ...) {
  assert_regr(truth, response = response, na_value = na_value)
  if (min(truth, response) <= -1) {
    return(na_value)
  }
  wmean(.sle(truth, response), sample_weights)
}

#' @include measures.R
add_measure(msle, "Mean Squared Log Error", "regr", 0, Inf, TRUE, obs_loss = "sle")