utils

This decorator adds support for classification metrics including sanity checks and handling of class probabilities and categorical samples.

This decorator adds support for quantile interval metrics with sanity checks, processing, and extraction of quantiles from the intervals.

This decorator further adapts the metrics that took as input two (or three for scaled metrics with insample) univariate/multivariate TimeSeries instances, adding support for equally-sized sequences of TimeSeries instances. The decorator computes the pairwise metric for TimeSeries with the same indices, and returns a float value that is computed as a function of all the pairwise metrics using a series_reduction subroutine passed as argument to the metric function.

If a 'Sequence[TimeSeries]' is passed as input, this decorator provides also parallelisation of the metric evaluation regarding different TimeSeries (if the n_jobs parameter is not set 1).

This decorator transforms a metric function that takes as input two univariate TimeSeries instances into a function that takes two equally-sized multivariate TimeSeries instances, computes the pairwise univariate metrics for components with the same indices, and returns a float value that is computed as a function of all the univariate metrics using a component_reduction subroutine passed as argument to the metric function.

Register a callback to be invoked after every top-level metric call.

Remove a previously registered metric callback, if present.