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.
- predictions
- Predicted value for each observation.
Outputs
- Score
- Maximum absolute deviation of the regression model.
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