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Added evaluation metric mean_absolute_relative_error #16689

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Added mean_absolute_relative_error. Fixes #16688 .
@ogrisel , @agramfort , @jnothman , @thomasjpfan - Please review this one.

rth and others added 26 commits March 13, 2020 21:26
…n#16585)

Co-authored-by: Thomas J Fan <thomasjpfan@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
…models (scikit-learn#15706)



Co-authored-by: Nicolas Hug <contact@nicolas-hug.com>
Co-authored-by: Gael Varoquaux <gael.varoquaux@normalesup.org>
Co-authored-by: Joel Nothman <joel.nothman@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Jonathan Rahn <jonathan.rahn@42digital.de>
Co-authored-by: Katrina Ni <kani@tableau.com>
* Check for missing imports in linting

* Exclude externals

* Remove unused imports
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Chiara Marmo <cmarmo@users.noreply.github.com>
Co-authored-by: Nicolas Hug <contact@nicolas-hug.com>
* API make __init__ params in compose module kw-only

* pep8

* move * to after
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Required mean_absolute_relative_error (MARE)