pycaret.time_series.add_metric

pycaret.time_series.add_metric(id: str, name: str, score_func: type, greater_is_better: bool = True, **kwargs) → Series

Adds a custom metric to be used for CV.

Example

>>> from pycaret.datasets import get_data
>>> airline = get_data('airline')
>>> from pycaret.time_series import *
>>> exp_name = setup(data = airline,  fh = 12)
>>> from sklearn.metrics import explained_variance_score
>>> add_metric('evs', 'EVS', explained_variance_score)

id: str

Unique id for the metric.

name: str

Display name of the metric.

score_func: type

Score function (or loss function) with signature score_func(y, y_pred, **kwargs).

greater_is_better: bool, default = True

Whether score_func is higher the better or not.

**kwargs:

Arguments to be passed to score function.

Returns:

pandas.Series