feat: add symmetric mean absolute percentage error (sMAPE)#437
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oglego wants to merge 2 commits intorust-ml:masterfrom
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feat: add symmetric mean absolute percentage error (sMAPE)#437oglego wants to merge 2 commits intorust-ml:masterfrom
oglego wants to merge 2 commits intorust-ml:masterfrom
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #437 +/- ##
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- Coverage 76.73% 76.70% -0.03%
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Files 106 106
Lines 7410 7423 +13
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+ Hits 5686 5694 +8
- Misses 1724 1729 +5 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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Updated sMAPE formula to Adjusted (Makridakis, 1993) version Changed output scaling to [0, 200] Added test_symmetric_mean_absolute_percentage_error_multi_target
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Fixes #436
This PR adds the Symmetric Mean Absolute Percentage Error (sMAPE) metric.
sMAPE is a regression metric that addresses the asymmetry found in standard MAPE by normalizing the absolute error by the average of the actual and predicted values. This implementation is numerically stabilized with a small epsilon to handle cases where both the ground truth and prediction are zero.
Verified sMAPE testing with
I tried to keep the formatting and style consistent with MAPE but if there is anything that needs to be changed just let me know!