RegressionErrorsComparison
Compare regression error metrics for each model and generate a summary table with the results.
Purpose: The purpose of this function is to compare the regression errors for different models applied to various datasets.
Test Mechanism: The function iterates through each dataset-model pair, calculates various error metrics (MAE, MSE, MAPE, MBD), and generates a summary table with these results.
Signs of High Risk: - High Mean Absolute Error (MAE) or Mean Squared Error (MSE) indicates poor model performance. - High Mean Absolute Percentage Error (MAPE) suggests large percentage errors, especially problematic if the true values are small. - Mean Bias Deviation (MBD) significantly different from zero indicates systematic overestimation or underestimation by the model.
Strengths: - Provides multiple error metrics to assess model performance from different perspectives. - Includes a check to avoid division by zero when calculating MAPE.
Limitations: - Assumes that the dataset is provided as a DataFrameDataset object with y
, y_pred
, and feature_columns
attributes. - The function relies on the logger
from validmind.logging
to warn about zero values in y_true
, which should be correctly implemented and imported. - Requires that dataset.y_pred(model)
returns the predicted values for the model.