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Add MAPE metric (#6119)

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Philip Hyunsu Cho
2020-09-14 18:45:27 -07:00
committed by GitHub
parent 47350f6acb
commit 33577ef5d3
9 changed files with 41 additions and 3 deletions
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2
R-package/R/xgb.cv.R
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@@ -36,6 +36,8 @@
#' \item \code{error} binary classification error rate
#' \item \code{rmse} Rooted mean square error
#' \item \code{logloss} negative log-likelihood function
#' \item \code{mae} Mean absolute error
#' \item \code{mape} Mean absolute percentage error
#' \item \code{auc} Area under curve
#' \item \code{aucpr} Area under PR curve
#' \item \code{merror} Exact matching error, used to evaluate multi-class classification

2
R-package/R/xgb.train.R
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@@ -137,6 +137,8 @@
#' By default, it uses the 0.5 threshold for predicted values to define negative and positive instances.
#' Different threshold (e.g., 0.) could be specified as "error@0."
#' \item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#' \item \code{mae} Mean absolute error
#' \item \code{mape} Mean absolute percentage error
#' \item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
#' \item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
#' \item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}