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Regression

Relative absolute error

Implementedregression.rae

Definition

Total absolute error relative to that of always predicting the mean; below 1 beats the mean.

Formula

Σ|ŷᵢ − yᵢ| / Σ|yᵢ − ȳ|

Range: [0, ∞)

Inputs and outputs

  • y_true: array of real targets
  • y_pred: array of real predictions
  • sample_weight: optional

Returns: MetricResult

Assumptions

No assumptions beyond valid, aligned inputs of the documented types.

Limitations

No metric-specific limitations are documented yet. Interpret the value alongside the task, data, and other metrics.

Python API

PythonSince v0.1.0
import evalsuite as es

es.rae(yr, pr)

References

  1. Witten IH, Frank E, Hall MA. Data Mining. 3rd ed. Morgan Kaufmann; 2011.

Implementation status