Metrics poissondeviance - CyrilB1531/lodestar GitHub Wiki

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PoissonDeviance

The deviance for a count: how far a prediction is from the truth when the target is a number of events and its variance grows with its mean. TweedieDeviance at power = 1, which is how scikit-learn defines it too.

A type of its own because the reference exposes one, and because a caller counting claims, visits or failures should not have to know that 1 is the Poisson. The refusal sentence still names the power, as scikit-learn's does.

A zero truth is legal; a zero prediction is not. Counting zero events is ordinary data, and the deviance has a finite limit there โ€” y ร— log(y / ลท) is taken as 0 at y = 0. Predicting zero events is not: the logarithm has no value, and the reference refuses it rather than returning an infinity.

Members

Member What it does
PoissonDeviance.Score The mean deviance for a count target.