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&KaustubhUp025 [ENH] implement efficient _evaluate_by_index for GeometricMeanAbsoluteError#7095

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fkiraly merged 50 commits intomainfrom
gmae-efficient
Aug 6, 2025
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&KaustubhUp025 [ENH] implement efficient _evaluate_by_index for GeometricMeanAbsoluteError#7095
fkiraly merged 50 commits intomainfrom
gmae-efficient

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@fkiraly fkiraly commented Sep 9, 2024

Towards #4304

Implementation of efficient _evaluate_by_index performance metric for GeometricMeanAbsoluteError by taking reference from #4302

Originally in #6244, which was deleted by @KaustubhUp025, this contained changes both by myself and @KaustubhUp025

KaustubhUp025 and others added 30 commits March 24, 2024 21:02
…MeanAbsoluteError with documentation as well
…MAE.

This modification ensures that the errors are strictly positive before taking their logarithm, improving the numerical stability of the calculation.
…ient _evaluate_by_index for GMAE.

Additional methods added :- 
_compute_pseudo_values: Computes the jackknife pseudo-values for the Geometric Mean Absolute Error (GMAE) metric, estimating the influence of each observation on the overall metric.

_evaluate: Evaluates the GMAE metric on given inputs, providing the overall metric value. This method is the core logic called from the evaluate method and computes the arithmetic mean over time points by default.
@fkiraly fkiraly changed the title [ENH] implement efficient _evaluate_by_index for GeometricMeanAbsoluteError & KaustubhUp025 [ENH] implement efficient _evaluate_by_index for GeometricMeanAbsoluteError Aug 2, 2025
@fkiraly fkiraly changed the title & KaustubhUp025 [ENH] implement efficient _evaluate_by_index for GeometricMeanAbsoluteError &KaustubhUp025 [ENH] implement efficient _evaluate_by_index for GeometricMeanAbsoluteError Aug 2, 2025
@fkiraly fkiraly merged commit 77c608c into main Aug 6, 2025
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@fkiraly fkiraly deleted the gmae-efficient branch August 6, 2025 21:28
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enhancement Adding new functionality module:metrics&benchmarking metrics and benchmarking modules

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