tidyverts / tidyverts/fable

Request for different opt_crit Values

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R
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Description

I am wondering if it is possible to add new error metrics to optimize forecasts on. RMSLE is a powerful metric for forecasts that should get penalized less for missing high or by high %.

RMSLE is defined quite well here: https://hrngok.github.io/posts/metrics/#:~:text=Root%20Mean%20Squared%20Logaritmic%20Error%20(RMSLE)&text=It%20is%20the%20Root%20Mean,possible%200%20(zero)%20values.

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Research direction

The issue names no files, tests, or entry points. Start by locating the existing opt_crit values and forecast error metric definitions, then determine how RMSLE would fit the optimization interface; done means RMSLE can be selected and is covered by appropriate tests.

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Assessment

Tech stack
r
Domain
analytics, data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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