MSE in METRICS not found

[tulbureandreit]

Hi,

When I want to be able to use the MSE in metrics when getting training and evaluation data, I am not able to use MSE although MSE is stated in the documentation as being something that is available.

Moreover, I looked into the forecaster.py file and -> and in line 295, in the collect metrics list "mse" is omitted.

Hence, if you add in that list also mse, everything works fine.

To Reproduce

Use any kind of data and when collecting the METRICS, use ""MSE""

Expected behavior The MSE shall be returned

What actually happens KeyError: "['MSE'] not in index"

Environement (please complete the following information):

• Python environment: py3.9.13 with neuralprophet, metaflow, sklearn installed
• NeuralProphet version and install method [e.g. 2.7, installed from PYPI with pip install neuralprophet]: last version of np installed via PyPi: neuralprophet 0.3.2

Additional context

Please see the what happened for the fix. Add mse in forecaster .py in line 295 in the metrics list.

Thank you.

[ourownstory]

Hi @tulbureandreit

Thank you for bringing this to our attention. The documentation was not quite clear on this (I just fixed it in #746), but you can actually specify a custom list of metrics. While MSE is not a default, it can be included like this: m = NeuralProphet(collect_metrics=["MSE", "MAE", "RMSE"])

I hope this helps?

[tulbureandreit]

Yes, it helps. thanks!