(pred)
| 533 | |
| 534 | |
| 535 | def evaluate(pred): |
| 536 | pred = pred.rank(pct=True) # transform into percentiles |
| 537 | score = pred.score |
| 538 | label = pred.label |
| 539 | diff = score - label |
| 540 | MSE = (diff**2).mean() |
| 541 | MAE = (diff.abs()).mean() |
| 542 | IC = score.corr(label) |
| 543 | return {"MSE": MSE, "MAE": MAE, "IC": IC} |
| 544 | |
| 545 | |
| 546 | def average_params(params_list): |