pub fn functional_msle(
y_true: &FdMatrix,
y_pred: &FdMatrix,
argvals: &[f64],
) -> Result<f64, FdarError>Expand description
Functional Mean Squared Logarithmic Error integrated over argvals.
Computes functional_msle = (1/n) * sum_i ∫ (ln(1+y_true_i(t)) - ln(1+y_pred_i(t)))^2 dt
where the integral is approximated by Simpson’s rule over argvals.
MSLE is designed for non-negative targets (e.g. counts, prices). Applying it to values below -1 yields undefined logarithms.
§Errors
FdarError::InvalidDimensionif shapes are inconsistent.FdarError::InvalidParameterif any value ofy_trueory_predis<= -1(makingln(1+x)undefined).