Open codingWhale13 opened 2 years ago
It's a conscious decision. Under the assumption that the predicted distribution (forecast
) is what target
is sampled from, then:
Maybe something we can do is to document this better. So for each metric using mean
or median
we could highlight which one is used and why.
Currently, the meaning of error doesn't seem consistent. Concretely, MSE uses
target - forecast.mean
as error while other metrics (absolute error, MAPE, ...) define the error astarget - forecast.median
.Is this a conscious decision or would it make sense to stick to one definition?
For context, see here.