evaluate.eval_mae()

Mean absolute error using the forecast sample median as point estimate.

Usage

Source

evaluate.eval_mae(
    pred,
    truth,
)

A pure JAX scalar kernel (see ~numpyro_forecast.typing.Metric).

Parameters

pred: Float[Array, " sample *batch"]

Forecast samples with the sample axis first.

truth: Float[Array, " *batch"]

Ground-truth values (matching pred without the sample axis).

Returns

Array

The mean absolute error as a scalar array.