misc

seq2seq_time/metrics.py

@@ -0,0 +1,23 @@
+import numpy as np
+
+EPSILON = 1e-10
+
+def _error(actual: np.ndarray, predicted: np.ndarray):
+    """ Simple error """
+    return actual - predicted
+
+def mse(actual: np.ndarray, predicted: np.ndarray):
+    """ Mean Squared Error """
+    return np.mean(np.square(_error(actual, predicted)))
+
+def rmse(actual: np.ndarray, predicted: np.ndarray):
+    """ Root Mean Squared Error """
+    return np.sqrt(mse(actual, predicted))
+
+
+def smape(actual: np.ndarray, predicted: np.ndarray):
+    """
+    Symmetric Mean Absolute Percentage Error
+    Note: result is NOT multiplied by 100
+    """
+    return np.mean(2.0 * np.abs(actual - predicted) / ((np.abs(actual) + np.abs(predicted)) + EPSILON))