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

Details

The Root Relative Squared Error is defined as $$ \sqrt{\frac{\sum_{i=1}^n \left( t_i - r_i \right)^2}{\sum_{i=1}^n \left( t_i - \bar{t} \right)^2}}, $$ where \(\bar{t} = \sum_{i=1}^n t_i\).

Can be interpreted as root of the squared error of the predictions relative to a naive model predicting the mean.

This measure is undefined for constant \(t\).

Note

The score function calls mlr3measures::rrse() from package mlr3measures.

If the measure is undefined for the input, NaN is returned. This can be customized by setting the field na_value.

Dictionary

This Measure can be instantiated via the dictionary mlr_measures or with the associated sugar function msr():

mlr_measures$get("regr.rrse")
msr("regr.rrse")

Parameters

Empty ParamSet

Meta Information

  • Type: "regr"

  • Range: \([0, \infty)\)

  • Minimize: TRUE

  • Required prediction: response