R/regr_rmsle.R

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

#' @title Root Mean Squared Log Error
#'
#' @details
#' The Root Mean Squared Log Error is defined as \deqn{
#'   \sqrt{\frac{1}{n} \sum_{i=1}^n w_i \left( \ln (1 + t_i) - \ln (1 + r_i) \right)^2},
#' }{
#'   sqrt(weighted.mean((log(1 + t) - log(1 + r))^2, w)),
#' }
#' 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 rmsle
#' @template regr_template
#'
#' @inheritParams regr_params
#' @template regr_example
#' @export
rmsle = 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)
  }
  sqrt(wmean(.sle(truth, response), sample_weights))
}

#' @include measures.R
add_measure(rmsle, "Root Mean Squared Log Error", "regr", 0, Inf, TRUE)