[ENH]: Make PinballLoss missing alpha error message more informative#978
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MOHITKOURAV01 wants to merge 1 commit intosktime:mainfrom
Open
[ENH]: Make PinballLoss missing alpha error message more informative#978MOHITKOURAV01 wants to merge 1 commit intosktime:mainfrom
MOHITKOURAV01 wants to merge 1 commit intosktime:mainfrom
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Reference Issues/PRs
Fixes #977
What does this implement/fix? Explain your changes.
This PR enhances the
ValueErrormessage raised by thePinballLossmetric when one or more requestedalphaquantiles are missing from the given predictions (y_pred).Previously, the error message was generic and did not specify which alphas were missing, requiring manual debugging. This resolves an active
TODOinskpro/metrics/_classes.pyto make the error message more informative.Changes:
PinballLoss._evaluate_by_indexto compute the set difference between requestedalphaand availabley_pred_alphas.ValueError: "not all quantile values in alpha are available in y_pred"ValueError: "not all quantile values in alpha are available in y_pred. Missing alphas: [0.1, 0.9]"Does your contribution introduce a new dependency? If yes, which one?
No.
What should a reviewer concentrate their feedback on?
ValueErrormessage inPinballLoss.Did you add any tests for the change?
Yes, I have updated
test_evaluate_alpha_negativeintest_probabilistic_metrics.pyto usepytest.raises(ValueError, match=".*Missing alphas:.*"). This ensures the new informative message is correctly triggered and verified.Any other comments?
All probabilistic metrics tests passed successfully on my local machine using
pytest.PR checklist
For all contributions
code)For new estimators
python_dependenciestag for soft dependencies. (N/A)