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Add MAPE metric (#6119)

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This commit is contained in:
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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16
src/metric/elementwise_metric.cu
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@@ -168,6 +168,18 @@ struct EvalRowMAE {
}
};
struct EvalRowMAPE {
const char *Name() const {
return "mape";
}
XGBOOST_DEVICE bst_float EvalRow(bst_float label, bst_float pred) const {
return std::abs((label - pred) / label);
}
static bst_float GetFinal(bst_float esum, bst_float wsum) {
return wsum == 0 ? esum : esum / wsum;
}
};
struct EvalRowLogLoss {
const char *Name() const {
return "logloss";
@@ -369,6 +381,10 @@ XGBOOST_REGISTER_METRIC(MAE, "mae")
.describe("Mean absolute error.")
.set_body([](const char* param) { return new EvalEWiseBase<EvalRowMAE>(); });
XGBOOST_REGISTER_METRIC(MAPE, "mape")
.describe("Mean absolute percentage error.")
.set_body([](const char* param) { return new EvalEWiseBase<EvalRowMAPE>(); });
XGBOOST_REGISTER_METRIC(MPHE, "mphe")
.describe("Mean Pseudo Huber error.")
.set_body([](const char* param) { return new EvalEWiseBase<EvalRowMPHE>(); });