Vita
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vita::rmae_error_functor< T > Class Template Reference

Mean of Relative Differences. More...

#include <evaluator.h>

Public Member Functions

double operator() (const dataframe::example &) const
 
 rmae_error_functor (const T &)
 

Detailed Description

template<class T>
class vita::rmae_error_functor< T >

Mean of Relative Differences.

This functor will drive the evolution towards the minimum sum of relative differences between target values and actual ones:

\[\frac{1}{n} \sum_{i=1}^n \frac{|target_i - actual_i|}{\frac{|target_i| + |actual_i|}{2}}\]

This is similar to mae_error_functor but here we sum the relative errors. The idea is that the absolute difference of 1 between 6 and 5 is more significant than the same absolute difference between 1000001 and 1000000. The mathematically precise way to express this notion is to calculate the relative difference.

See also
rmae_evaluator
https://github.com/morinim/documents/blob/master/math_notes/relative_difference.md

Definition at line 130 of file gp/src/evaluator.h.


The documentation for this class was generated from the following file: