Skip to content

Commit

Permalink
Update doc/theoretical_description_metrics.rst
Browse files Browse the repository at this point in the history
Co-authored-by: Thibault Cordier <[email protected]>
  • Loading branch information
LacombeLouis and thibaultcordier authored May 16, 2024
1 parent 696fee8 commit b115895
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions doc/theoretical_description_metrics.rst
Original file line number Diff line number Diff line change
Expand Up @@ -120,9 +120,9 @@ The **MWI (Mean Winkler Interval) Score** evaluates prediction intervals by comb

.. math::
\text{MWI Score} = \frac{1}{n} \sum_{i=1}^{n} (y_{\text{pred, up}}^{(i)} - y_{\text{pred, low}}^{(i)}) + \frac{2}{\alpha} \sum_{i=1}^{n} \max(0, |y_{\text{true}}^{(i)} - y_{\text{pred, boundary}}^{(i)}|)
\text{MWI Score} = \frac{1}{n} \sum_{i=1}^{n} (\hat y^{\text{up}}_{i} - \hat y^{\text{low}}_{i}) + \frac{2}{\alpha} \sum_{i=1}^{n} \max(0, |y_{i} - \hat y^{\text{boundary}}_{i}|)
where :math:`y_{\text{pred, boundary}}^{(i)}` is the nearest interval boundary not containing :math:`y_{\text{true}}^{(i)}`, and :math:`\alpha` is the significance level.
where :math:`\hat y^{\text{boundary}}_{i}` is the nearest interval boundary not containing :math:`y_{i}`, and :math:`\alpha` is the significance level.



Expand Down

0 comments on commit b115895

Please sign in to comment.