mean_quantile_error

lightautoml.tasks.common_metric.mean_quantile_error(y_true, y_pred, sample_weight=None, q=0.9)[source]

Computes Mean Quantile Error.

Parameters:

  • y_true (ndarray) – True target values.

  • y_pred (ndarray) – Predicted target values.

  • sample_weight (Optional[ndarray]) – Specify weighted mean.

  • q (float) – Metric coefficient.

Return type:

float

Returns:

metric value.