salesforce / TransmogrifAI

TransmogrifAI (pronounced trăns-mŏgˈrə-fī) is an AutoML library for building modular, reusable, strongly typed machine learning workflows on Apache Spark with minimal hand-tuning
https://transmogrif.ai
BSD 3-Clause "New" or "Revised" License
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Forecast evaluator + SMAPE metric #337

Closed wsuchy closed 5 years ago

wsuchy commented 5 years ago

This is only a POC, as I would like to check if it gets (eventually) merged. So far I've implemented only one metric (sMAPE) but ideally I would like to put all forecast related metrics there (including some already present like MAE, etc).

As we don't have any forecasting model yet I've used linear regression.

codecov[bot] commented 5 years ago

Codecov Report

Merging #337 into master will decrease coverage by 0.01%. The diff coverage is 90.9%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #337      +/-   ##
==========================================
- Coverage   86.65%   86.63%   -0.02%     
==========================================
  Files         334      335       +1     
  Lines       10752    10763      +11     
  Branches      565      344     -221     
==========================================
+ Hits         9317     9325       +8     
- Misses       1435     1438       +3
Impacted Files Coverage Δ
...m/salesforce/op/evaluators/EvaluationMetrics.scala 86.66% <100%> (+0.95%) :arrow_up:
...salesforce/op/evaluators/OpForecastEvaluator.scala 90% <90%> (ø)
.../com/salesforce/op/local/MLeapModelConverter.scala 5.12% <0%> (-5.13%) :arrow_down:

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salesforce-cla[bot] commented 4 years ago

Thanks for the contribution! Before we can merge this, we need @wsuchy to sign the Salesforce.com Contributor License Agreement.