Added three improved metrics: Weighted Quantile Loss (wQL), Weighted Absolute Percentage Error (WAPE) and Symmetric Mean Absolute Percentage Error (SMAPE).
Note: For wQL, only calculate tau=0.5 (i.e., wQL50) for now
Related Issues
Address issues #122
Checklist
[x] The change is tested and works locally.
[x] All related issues are referenced.
[ ] Blog post included in PR if required e.g. new feature.
Summary
Added three improved metrics: Weighted Quantile Loss (wQL), Weighted Absolute Percentage Error (WAPE) and Symmetric Mean Absolute Percentage Error (SMAPE).
Note: For wQL, only calculate tau=0.5 (i.e., wQL50) for now
Related Issues
Address issues #122
Checklist