PrequentialError

class frouros.metrics.prequential_error.PrequentialError(alpha: Union[int, float] = 1.0, name: Optional[str] = None)

Prequential error [dawid1984present] using fading factor [gama2009issues] metric.

References:

[dawid1984present]

Dawid, A. Philip. “Present position and potential developments: Some personal views statistical theory the prequential approach.” Journal of the Royal Statistical Society: Series A (General) 147.2 (1984): 278-290.

[gama2009issues]

Gama, Joao, Raquel Sebastiao, and Pedro Pereira Rodrigues. “Issues in evaluation of stream learning algorithms.” Proceedings of the 15th ACM SIGKDD international conference on Knowledge discovery and data mining. 2009.

property alpha: Union[int, float]

Fading factor property.

Returns:

fading factor value

Return type:

Union[int, float]

property cumulative_instances: Union[int, float]

Cumulative instances’ property.

Returns:

fading factor value

Return type:

Union[int, float]

property cumulative_fading_error: Union[int, float]

Cumulative fading error property.

Returns:

cumulative facing error value

Return type:

Union[int, float]

property name: str

Metrics’ name property.

Returns:

metrics’ name

Return type:

str

reset() → None

Reset method.