sktime.benchmarking.metrics

class sktime.benchmarking.metrics.AggregateMetric(func, method='jackknife', name=None, **kwargs)[source]

Bases: sktime.benchmarking.base.BaseMetric

compute(y_true, y_pred)[source]

Compute metric and standard error

1

Efron and Stein, (1981), “The jackknife estimate of variance.”

2

McIntosh, Avery. “The Jackknife Estimation Method”. <http://people.bu.edu/aimcinto/jackknife.pdf>

3

Efron, Bradley. “The Jackknife, the Bootstrap, and other Resampling Plans”. Technical Report No. 63, Division of Biostatistics, Stanford University, December, 1980.

4

Jackknife resampling

<https://en.wikipedia.org/wiki/Jackknife_resampling>

class sktime.benchmarking.metrics.PairwiseMetric(func, name=None, **kwargs)[source]

Bases: sktime.benchmarking.base.BaseMetric

compute(y_true, y_pred)[source]

Compute mean and standard error of metric