Predefined error functions

Source: R/err_fun.R

Some predefined error functions to use in autotune.

err_fun(y_true, y_pred, w_case)

poi_dev(y_true, y_pred)

mse(y_true, y_pred)

wgt_mse(y_true, y_pred, w_case)

Arguments

y_true

vector of the true target values.
y_pred

vector of the predicted target values.
w_case

vector of case weights.

Functions

  • poi_dev: Poisson deviance loss function

  • mse: Mean squared error loss function

  • wgt_mse: Weighted mean squared error loss function