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[ENH] sample_weight for metrics #369

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fkiraly opened this issue May 28, 2024 · 0 comments
Open

[ENH] sample_weight for metrics #369

fkiraly opened this issue May 28, 2024 · 0 comments
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feature request New feature or request module:metrics&benchmarking metrics and benchmarking modules

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@fkiraly
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fkiraly commented May 28, 2024 •
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A sample_weight parameters should be added to metrics.

Where it is not clear what to do, the following default can be used:

  • compute jackknife pseudo-samples
  • weight the pseudo-samples
  • average the weighted pseudo-samples

For consideration, a tag is perhaps needed here.

Related discussion: sktime/sktime#6412

FYI @eenticott-shell, due to authorship of some of the metrics.
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feature request New feature or request module:metrics&benchmarking metrics and benchmarking modules
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