It would be a nice feature to be able to calculate metrics for global models, instead of only by unique_id.
IE if we have an ML models (say Catboost and LGB) with multiple forecasts for each unique_id, I would like to know the MAE for Catboost vs LGB across all unique_ids.
Description
It would be a nice feature to be able to calculate metrics for global models, instead of only by unique_id.
IE if we have an ML models (say Catboost and LGB) with multiple forecasts for each unique_id, I would like to know the MAE for Catboost vs LGB across all unique_ids.
Use case
No response