[ENH] add sample_weight to probabilistic forecasting metrics#1052
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[ENH] add sample_weight to probabilistic forecasting metrics#1052dhairya-motta wants to merge 1 commit into
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Fixes #369
Related to sktime/sktime#6548
This PR adds
sample_weightsupport to all probabilistic forecasting metrics.Changes:
Added
sample_weightto theBaseProbaMetricandBaseDistrMetricevaluation workflows.Extracted weights from
**kwargsand applied them usingnp.average(..., weights=sample_weight)in the temporal aggregation steps.Naturally inherited by all specific metrics (PinballLoss, CRPS, LogLoss, etc.).
Added an interface-level unit test to verify correctness across all quantile and interval metrics.
PR checklist
For all contributions
I've added myself to the list of contributors with any new badges I've earned :-)
Optionally, for added estimators: I've added myself and possibly to the
maintainerstagThe PR title starts with either [ENH], [MNT], [DOC], or [BUG].
For new estimators
I've added the estimator to the API reference
I've added one or more illustrative usage examples to the docstring, in a pydocstyle compliant
Examplessection.If the estimator relies on a soft dependency, I've set the
python_dependenciestag