Sign

class Sign(mode: str = MetricAggregationMode.per_segment, **kwargs)

Bases: etna.metrics.base.Metric

Sign error metric with multi-segment computation support.

\[Sign(y\_true, y\_pred) = \frac{1}{n}\cdot\sum_{i=0}^{n - 1}{sign(y\_true_i - y\_pred_i)}\]

Notes

You can read more about logic of multi-segment metrics in Metric docs.

Init metric.

Parameters

• mode ('macro' or 'per-segment') – metrics aggregation mode

• kwargs – metric’s computation arguments

Inherited-members

Methods

set_params(**params)	Return new object instance with modified parameters.
to_dict()	Collect all information about etna object in dict.

Attributes

greater_is_better	Whether higher metric value is better.
name	Name of the metric for representation.

set_params(**params: dict) → etna.core.mixins.TMixin

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters

• **params – Estimator parameters

• self (etna.core.mixins.TMixin) –

• params (dict) –

Returns

New instance with changed parameters

Return type

etna.core.mixins.TMixin

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()

Collect all information about etna object in dict.

property greater_is_better: None

Whether higher metric value is better.

property name: str

Name of the metric for representation.