Feat/metrics quantiles #2530
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Feat/metrics quantiles #2530
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #2530 +/- ##
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+ Coverage 93.77% 93.84% +0.07%
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Files 139 139
Lines 14765 14841 +76
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+ Hits 13846 13928 +82
+ Misses 919 913 -6 ☔ View full report in Codecov by Sentry. |
madtoinou
requested changes
Sep 18, 2024
darts/metrics/metrics.py
Outdated
| raise_log( | ||
| ValueError( | ||
| "Metric output must have 1 dimension for aggregated metrics (e.g. `mae()`, ...), " | ||
| "or 2 dimension for time dependent metrics (e.g. `ae()`, ...)" | ||
| ), | ||
| logger=logger, | ||
| ) | ||
| elif len(vals.shape) == 1: | ||
| elif len(vals.shape) == 2: |
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Do we assume that the case vals.shape == 1 can never happen?
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We could assume that the if it's 1dim then it must be the components axis. But I wonder it's better to raise more errors here to make sure we actually get the expected shapes 🤔
madtoinou
approved these changes
Sep 20, 2024
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Checklist before merging this PR:
Fixes #2527.
Summary
q, either from probabilistic predictions or predicted quantiles.TimeSeries.shapeto get the shape of the time seriesmiw(Mean Interval Width, time aggregated) andiw(Interval Width, per time step / non-aggregated) which compute the width of quantile intervalsq_intervals(expected to be a tuple or sequence of tuples with (lower quantile, upper quantile).