mlr3measures (version 1.0.0)

smape: Symmetric Mean Absolute Percent Error

Description

Measure to compare true observed response with predicted response in regression tasks.

Usage

smape(truth, response, na_value = NaN, ...)

Value

Performance value as numeric(1).

Arguments

truth

(numeric())
True (observed) values. Must have the same length as response.

response

(numeric())
Predicted response values. Must have the same length as truth.

na_value

(numeric(1))
Value that should be returned if the measure is not defined for the input (as described in the note). Default is NaN.

...

(any)
Additional arguments. Currently ignored.

Meta Information

• Type: "regr"

• Range: \([0, 2]\)

• Minimize: TRUE

• Required prediction: response

Details

The Symmetric Mean Absolute Percent Error is defined as $$ \frac{2}{n} \sum_{i=1}^n \frac{\left| t_i - r_i \right|}{\left| t_i \right| + \left| r_i \right|}. $$

This measure is undefined if if any \(|t| + |r|\) is equal to \(0\).

See Also

Other Regression Measures: ae(), ape(), bias(), ktau(), linex(), mae(), mape(), maxae(), maxse(), medae(), medse(), mse(), msle(), pbias(), pinball(), rae(), rmse(), rmsle(), rrse(), rse(), rsq(), sae(), se(), sle(), srho(), sse()

Examples

set.seed(1)
truth = 1:10
response = truth + rnorm(10)
smape(truth, response)