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Update doc/theoretical_description_metrics.rst
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Co-authored-by: Thibault Cordier <[email protected]>
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LacombeLouis and thibaultcordier authored May 16, 2024
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Expand Up @@ -172,7 +172,12 @@ Cumulative Differences

.. math::
\text{Cumulative Differences} = \frac{1}{n} \sum_{i=1}^{n} (y_{\text{true,sorted}}^{(i)} - y_{\text{score,sorted}}^{(i)})
\text{Cumulative Differences} = \frac{1}{n} \sum_{i=1}^{n} (y_{\sigma_1(i)} - \hat y_{\sigma_2(i)})
where:

- :math:`\sigma_1` is the permutation which sorts all the true values.
- :math:`\sigma_2` is the permutation which sorts all the predicted values.


Kolmogorov-Smirnov Statistic for Calibration
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