evaluate.eval_rmse()

Root mean squared error using the forecast sample mean as point estimate.

Usage

Source

evaluate.eval_rmse(
    pred,
    truth,
)

A pure JAX scalar kernel (see Metric). pred and truth are moved to device memory first (_device_view()), so either (or both) may be host-committed, e.g. draws sampled with device="host".

Parameters

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

Forecast samples with the sample axis first.

truth: Float[ArrayLike, " *batch"]

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

Returns

Array

The root mean squared error as a scalar array.