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Implement RMSE (root-mean-square error) metric and scorer #12895
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As the square root is a monotonic function on the positive domain, taking the square root would have no effect on any model selection. Could you please mention a use-case when it taking the root has some real advantage? |
This is why we reject it previously I think (though I'm unable to find relevant discussions) |
Hi, |
not yet, please wait or try another issue. |
Hmm, I found #6457 (comment) |
I would like to work on this. |
Is this still open? I would like to work on it. |
you can start your work based on the stalled PR. |
I think we should indeed add this. |
@amueller @qinhanmin2014 Could you please review the PR, which I created. PR #13467 |
Mean Squared Error ( MSE ) is defined as Mean or Average of the square of the difference between actual and estimated values. This means that MSE is calculated by the square of the difference between the predicted and actual target variables, divided by the number of data points. It is always non–negative values and close to zero are better. Root Mean Squared Error is the square root of Mean Squared Error (MSE). This is the same as Mean Squared Error (MSE) but the root of the value is considered while determining the accuracy of the model. |
RMSE seems to be a popular metric but now one has to calculate it through
np.sqrt(mean_squared_error(XXX, XXX))
. Maybe we can addsquared
option tomean_squared_error
and add a scorerneg_root_mean_squared_error
.Wiki page: https://en.wikipedia.org/wiki/Root-mean-square_deviation
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