reservoirpy.observables.mse#

reservoirpy.observables.mse(y_true, y_pred, dimensionwise=False)[source]#

Mean squared error metric:

\[\frac{\sum_{i=0}^{N-1} (y_i - \hat{y}_i)^2}{N}\]
Parameters:

  • y_true (array-like of shape (N, features)) – Ground truth values.

  • y_pred (array-like of shape (N, features)) – Predicted values.

  • dimensionwise (boolean, optional) – If True, return a mean squared error for each dimension of the timeseries

Returns:

  • float – Mean squared error.

  • If dimensionwise is True, returns a Numpy array of shape $(features, )$.

Examples

>>> from reservoirpy.nodes import ESN
>>> from reservoirpy.datasets import mackey_glass, to_forecasting
>>> x_train, x_test, y_train, y_test = to_forecasting(mackey_glass(1000), test_size=0.2)
>>> y_pred = ESN(units=100, sr=1).fit(x_train, y_train).run(x_test)

>>> from reservoirpy.observables import mse
>>> print(mse(y_true=y_test, y_pred=y_pred))
0.03962918253990291