yohou.metrics¶

Scoring functions for point, interval, class-probability, and conformity predictions.

Classes¶

Name	Description
`BaseClassProbaScorer`	Base class for class-probability forecast metrics.
`BaseHardLabelScorer`	Base class for confusion-matrix classification metrics.
`BaseIntervalScorer`	Base class for interval forecast metrics.
`BasePointScorer`	Base class for point forecast metrics.
`BaseRankingScorer`	Base class for ranking classification metrics.
`BaseScorer`	Base class for all forecasting metrics.
`BrierScore`	Multi-class Brier score for class-probability forecasts.
`LogLoss`	Logarithmic loss (cross-entropy) for class-probability forecasts.
`RankedProbabilityScore`	Ranked Probability Score for class-probability forecasts.
`Accuracy`	Categorical accuracy from class-probability forecasts.
`FBetaScore`	F-beta score from class-probability forecasts.
`PRAuC`	Precision-Recall AUC from class-probability forecasts.
`Precision`	Precision from class-probability forecasts.
`Recall`	Recall (sensitivity) from class-probability forecasts.
`ROCAuC`	ROC AUC from class-probability forecasts.
`AbsoluteGammaResidual`	Absolute gamma residual scorer using absolute relative errors.
`AbsoluteQuantileResidual`	Absolute quantile residual scorer for interval forecasts.
`AbsoluteResidual`	Absolute residual conformity scorer using unsigned prediction errors.
`GammaResidual`	Gamma residual scorer using relative prediction errors.
`QuantileResidual`	Quantile residual scorer for interval forecasts.
`Residual`	Residual-based conformity scorer using signed prediction errors.
`BaseConformityScorer`	Base class for conformal prediction conformity scorers.
`CalibrationError`	Calibration Error for prediction intervals.
`ContinuousRankedProbabilityScore`	Continuous Ranked Probability Score (CRPS) for prediction intervals.
`EmpiricalCoverage`	Empirical coverage rate for prediction intervals.
`IntervalScore`	Interval Score (Winkler Score) for prediction intervals.
`MeanIntervalWidth`	Mean width of prediction intervals.
`PinballLoss`	Pinball Loss (Quantile Score) for prediction intervals.
`MaxAbsoluteError`	Maximum Absolute Error metric for point forecasts.
`MeanAbsoluteError`	Mean Absolute Error metric for point forecasts.
`MeanAbsolutePercentageError`	Mean Absolute Percentage Error metric for point forecasts.
`MeanAbsoluteScaledError`	Mean Absolute Scaled Error metric for point forecasts.
`MeanDirectionalAccuracy`	Mean Directional Accuracy metric for point forecasts.
`MeanSquaredError`	Mean Squared Error metric for point forecasts.
`MedianAbsoluteError`	Median Absolute Error metric for point forecasts.
`R2Score`	R-squared (Coefficient of Determination) metric for point forecasts.
`RootMeanSquaredError`	Root Mean Squared Error metric for point forecasts.
`RootMeanSquaredScaledError`	Root Mean Squared Scaled Error metric for point forecasts.
`SymmetricMeanAbsolutePercentageError`	Symmetric Mean Absolute Percentage Error metric for point forecasts.

Functions¶

Name	Description
`get_scorer`	Get a scorer instance by name.
`make_scorer`	Create a scorer instance with custom parameters.