Add more D2 scores
See original GitHub issueDescribe the workflow you want to enable
I’d like to evaluate models by “percentage of reduction in metric X”, where X is:
- LogLoss
- absolute error
- pinball loss
As d2_tweedie_score #17036, these are generalizations of the r2_score.
Describe your proposed solution
Add
d2_log_loss_scored2_absolute_error_scored2_pinball_loss_score
Describe alternatives you’ve considered, if relevant
No response
Additional context
See https://github.com/scikit-learn/scikit-learn/pull/17036#issuecomment-903939035.
Issue Analytics
- State:
- Created 2 years ago
- Comments:5 (3 by maintainers)
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@changhsinlee A McFadden R2 version for log loss is not controversial, IMO, so go ahead. A PR is most welcome.
Working on
d2_log_loss_score