maxerror

Computes Maximum Absolute Deviation between two vectors. It is the maximum of the error made by the regression model, where the best value is 0 and the worst value tends to infinity (it increases as the deviation between predicted and actual value increases).

Attention: Available only with Activate commercial edition.

Syntax

Score = maxerror(targets,predictions)

Inputs

targets
Actual label for each observation.
Type: double
Dimension: vector
predictions
Predicted value for each observation.
Type: double
Dimension: vector

Outputs

Score
Maximum absolute deviation of the regression model.
Type: double
Dimension: scalar

Example

Usage of maxerror

targets = [3.14, 0.1, 50, -2.5];
predictions = [3.1, 0.5, 50.3, -5];
score = maxerror(targets, predictions);
> score
score = 2.5