Extend GCM model evaluation by additional metrics

py-why / dowhy

DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.

https://www.pywhy.org/dowhy

MIT License

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Extend GCM model evaluation by additional metrics #1082

Closed bloebp closed 10 months ago

bloebp commented 10 months ago

In addition to CRPS and depending on the node data type, it now also reports the MSE, NMSE, R2 and F1 score.