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Mean absolute error (#10927)
* added mean absolute error to loss_functions.py * added doctest to mean absolute error to loss_functions.py * fixed long line in loss_functions.py * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * fixed error in MAE * Update machine_learning/loss_functions.py Co-authored-by: Tianyi Zheng <tianyizheng02@gmail.com> --------- Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com> Co-authored-by: Tianyi Zheng <tianyizheng02@gmail.com>
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@ -261,6 +261,43 @@ def mean_squared_error(y_true: np.ndarray, y_pred: np.ndarray) -> float:
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return np.mean(squared_errors)
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def mean_absolute_error(y_true: np.ndarray, y_pred: np.ndarray) -> float:
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"""
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Calculates the Mean Absolute Error (MAE) between ground truth (observed)
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and predicted values.
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MAE measures the absolute difference between true values and predicted values.
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Equation:
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MAE = (1/n) * Σ(abs(y_true - y_pred))
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Reference: https://en.wikipedia.org/wiki/Mean_absolute_error
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Parameters:
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- y_true: The true values (ground truth)
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- y_pred: The predicted values
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>>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0])
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>>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2])
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>>> np.isclose(mean_absolute_error(true_values, predicted_values), 0.16)
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True
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>>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0])
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>>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2])
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>>> np.isclose(mean_absolute_error(true_values, predicted_values), 2.16)
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False
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>>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0])
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>>> predicted_probs = np.array([0.3, 0.8, 0.9, 5.2])
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>>> mean_absolute_error(true_labels, predicted_probs)
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Traceback (most recent call last):
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...
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ValueError: Input arrays must have the same length.
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"""
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if len(y_true) != len(y_pred):
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raise ValueError("Input arrays must have the same length.")
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return np.mean(abs(y_true - y_pred))
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def mean_squared_logarithmic_error(y_true: np.ndarray, y_pred: np.ndarray) -> float:
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"""
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Calculate the mean squared logarithmic error (MSLE) between ground truth and
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