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Metrics for categorical forecasting
Checklist before merging this PR:
- [ ] Mentioned all issues that this PR fixes or addresses.
- [ ] Summarized the updates of this PR under Summary.
- [ ] Added an entry under Unreleased in the Changelog.
Fixes #.
Summary
Implement metrics for categorical forecasting.
TODO:
- extend list of supported categorical metrics
- categorical specific tests
- adapt metrics decorator to support per class score and cross-class averaging
Other Information
Codecov Report
All modified and coverable lines are covered by tests :white_check_mark:
Project coverage is 95.10%. Comparing base (
2391d8b) to head (61d9a1c). Report is 1 commits behind head on master.
Additional details and impacted files
@@ Coverage Diff @@
## master #2767 +/- ##
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- Coverage 95.11% 95.10% -0.01%
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Files 145 146 +1
Lines 15157 15342 +185
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+ Hits 14416 14591 +175
- Misses 741 751 +10
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Thanks a lot for this @jonasblanc 🚀
I refactored a bit to:
- integrate the value getters (for class labels) into the main
_get_values*helper functions - refactored the decorators a bit
- added more tests (for sampled and predicted probabilities)
Last remaining point is to add new metrics. Should be rather straightforward though :) 🚀