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Add measures for multi-targets

Open ablaom opened this issue 5 years ago • 2 comments

I suppose there are two types of composition here - homogeneous and inhomogeneous, which might be implemented differently:

  • homogeneous: all columns of target have the same scitype and we are we are defining our measure as a n-product of a single fixed uni-target measure m. Needed for time-series.

  • inhomogeneous: any two measures (multi-target or uni-target), one can take their product m1 x m2, to get a new multi-target measure .

We should keep in mind that multi-target predictions are tables.

ablaom avatar Jan 19 '21 01:01 ablaom

Also, one may want to specify per-dimension weights, eg for weighting time series forecasts differently depending on how far in future the forecast is.

ablaom avatar Jun 10 '21 21:06 ablaom

Note that user-defined measures are a temporary workaround. See one suggestion posted here

ablaom avatar Jun 10 '21 21:06 ablaom